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patents. Please see www.mathworks.com/patents for more information. Revision History December 1999 June 2000 December 2000 February 2003 June
2004 August 2004 September 2005 March 2006 September 2006 March 2007 September 2007 March 2008 October 2008 March 2009 September 2009 March
2010 First printing Online only Online only Online only Online only Online only Second printing Online only Online only Third printing Online only Online
only Online only Online only Online only Online only New for MATLAB 5.3 (Release 11) Revised for Version 1.2 Revised for Version 1.3 Revised for
Version 1.4 Revised for Version 1.5 (Release 14) Revised for Version 1.
6 (Release 14+) Revised for Version 1.7 (Release 14SP3) Revised for Version 1.8 (Release 2006a) Revised for Version 1.9 (Release 2006b) Revised for
Version 2.0 (Release 2007a) Revised for Version 3.
0 (Release 2007b) Revised for Version 3.1 (Release 2008a) Revised for Version 3.2 (Release 2008b) Revised for Version 3.3 (Release 2009a) Revised for
Version 3.4 (Release 2009b) Revised for Version 3.
5 (Release 2010a) Contents Getting Started 1 Product Overview . About Data Servers and Data Service Providers Supported Data Service Providers Data
Server Connection Requirements 1-2 1-3 1-3 1-3 Communicating with Financial Data Servers 2 Communication Management . Communicating with Data
Servers . Core Functions . Connecting to the Bloomberg Data Server . Connection Object Properties How to Retrieve Connection Properties Example:
Retrieving Data on a Security . Disconnecting from Data Servers . 2-2 2-2 2-2 2-3 2-4 2-4 2-5 2-7 Example: Retrieving Bloomberg Data 3 Using blp Methods
.
About This Example . Retrieving Field Data Retrieving Time Series Data 3-2 3-2 3-2 3-3 v Retrieving Historical Data 3-3 Datafeed Toolbox Graphical User
Interface 4 Introduction Using the Datafeed Dialog Box About the Datafeed Dialog Box Connecting to Data Servers .
Retrieving Data . Using the Datafeed Securities Lookup Dialog Box . Setting Overrides . 4-2 4-3 4-3 4-4 4-5 4-6 4-8 Function Reference 5 Bloomberg
Datastream . FactSet . FRED . Haver Analytics . Interactive Data Pricing and RemotePlus Kx Systems Reuters . 5-2 5-3 5-4 5-5 5-6 5-7 5-8 5-9 vi Contents
Reuters Datascope Tick History 5-10 5-11 5-12 5-13 Reuters Knowledge Direct Reuters Newscope . Yahoo! .
Functions -- Alphabetical List 6 Examples A Communicating with Financial Data Servers A-2 A-2 A-2 Retrieving Connection Properties . Retrieving Data .
Index vii viii Contents 1 Getting Started "Product Overview" on page 1-2 "About Data Servers and Data Service Providers" on page 1-3 1 Getting Started
Product Overview This toolbox, used with the MATLAB product, effectively turns your MATLAB workstation into a financial data acquisition terminal. The
toolbox enables you to: Retrieve and analyze a wide variety of security data from financial data servers in MATLAB. Access market, time-series, and
historical market data in MATLAB.
Monitor the status and history of each connection to a supported data service provider. Fetch data fields for multiple securities in a single call. Look up
security ticker symbols from the toolbox GUI or the MATLAB command line. 1-2 About Data Servers and Data Service Providers About Data Servers and
Data Service Providers In this section. "Supported Data Service Providers" on page 1-3 "Data Server Connection Requirements" on page 1-3 Supported Data
Service Providers This toolbox supports connections to financial data servers that the following corporations provide: Bloomberg L.
P. (http://www.bloomberg.com) FactSet Research Systems, Inc. (http://www.factset.com) Federal Reserve Economic Data (FRED)
(http://research.stlouisfed.org/fred2/) Haver Analytics (http://www.haver.
com) Interactive Data Pricing and Reference Data (http://www.interactivedata-prd.com/) Kx Systems, Inc. (http://www.kx.com) Thomson Reuters
(http://www.thomsonreuters.com/) Yahoo!, Inc. (http://finance.yahoo.
com) Data Server Connection Requirements To connect to some of these data servers, additional requirements apply. Additional Software Requirements The
following data service providers require you to install proprietary software on your PC: Bloomberg 1-3 1 Getting Started Note You must have a
Bloomberg software license for the host on which the Datafeed ToolboxTM and MATLAB software are running. Interactive Data Pricing and Reference
Data's RemotePlusTM Haver Analytics Kx Systems. Inc. Reuters You must have a valid license for required client software on your machine.
If you do not, the following error message appears when you try to connect to a data server: Invalid MEX-file For more information about how to obtain
required software, contact your data server sales representative. Proxy Information Requirements The following data service providers may require you to
specify a proxy host and proxy port plus a username and password if the user's site requires proxy authentication: FactSet Federal Reserve Economic Data
Thomson Datastream Yahoo! For information on how to specify these settings, see "Specifying Proxy Server Settings" in the MATLAB documentation.
FactSet Data Service Requirements You need a license to use FactSet FAST technology.
For more information, see the FactSet Web site at http://www.factset.
com. 1-4 About Data Servers and Data Service Providers Reuters Data Service Requirements Configuring Reuters Connections Using the Reuters
Configuration Editor software. You must use the Reuters Configuration Editor to configure your connections as follows: 1 In a DOS prompt, set your
CLASSPATH environment variable: set CLASSPATH=%CLASSPATH%; . $MATLAB/toolbox/datafeed/datafeed/config_editor.jar 2 Navigate to the Datafeed
Toolbox folder: cd %MATLAB%\toolbox\datafeed\datafeed 3 Enter the following command to run the Reuters Configuration Editor: starteditor 4 Load the
sample configuration file. a Click File ] Import ] File. b Select the file %MATLAB%\toolbox\datafeed\datafeed\sampleconfig.xml. 5 Modify sampleconfig.xml
based on the site-specific settings that you obtain from Reuters.
6 Define a namespace, a connection, and a session associated with the connection. The following example adds the session remoteSession with the namespace
MyNS to the connection list for the connection remoteConnection. 1-5 1 Getting Started 7 If you are not DACS enabled, disable DACS. 1-6 About Data
Servers and Data Service Providers a Add the following to your connection configuration: dacs_CbeEnabled=false dacs_SbePubEnabled=false
dacs_SbeSubEnabled=false b If you are running an SSL connection, add the following to your connection configuration: dacs_GenerateLocks=false For
more information, see the reuters function reference page. Troubleshooting Issues with Reuters Configuration Editor. These errors occur when you attempt to
use the Reuters Configuration Editor to configure connections on a machine on which an XML Parser is not installed. java com.reuters.rfa.tools.
config.editor.ConfigEditor org.xml.sax.
SAXException: System property org.xml.sax.driver not specified at org.xml.
sax.helpers.XMLReaderFactory.createXMLReader(Unknown Source) at com.reuters.rfa.tools.config.editor.rfaConfigRuleDB.
rfaConfi gRuleDB.java:56) at com.reuters.rfa.tools.config.editor.ConfigEditor.init (ConfigEditor.java:86) at (com.
reuters.rfa.tools.config.editor.
ConfigEditor. (ConfigEditor.java:61) at com.reuters.rfa.
tools.config.editor.ConfigEditor.main (ConfigEditor.java:1303) To address this problem, download an XML parser file, and then include a path to this file in
your CLASSPATH environment variable. The following example shows how to set your CLASSPATH environment variable to include the XML parser file
C:\xerces.jar (downloaded from http://xerces.apache.org/xerces-j/index.
html): set CLASSPATH=%CLASSPATH%;. matlabroot\toolbox\datafeed\datafeed\config_editor.jar;. c:\xerces.jar 1-7 1 Getting Started Thomson Data
Service Requirements You need the following to connect to Thomson data servers: A license for Thomson DataWorks. To connect to the Thomson
Datastream API from the Web, you need a user name, password, and URL provided by Thomson. For more information, see the Thomson Web site at
http://www.thomsonreuters.com. 1-8 2 Communicating with Financial Data Servers "Communication Management" on page 2-2 "Connection Object
Properties" on page 2-4 "Disconnecting from Data Servers" on page 2-7 2 Communicating with Financial Data Servers Communication Management In this
section.
"Communicating with Data Servers" on page 2-2 "Core Functions" on page 2-2 "Connecting to the Bloomberg Data Server" on page 2-3 Communicating
with Data Servers This section uses the Bloomberg financial data server as an example of how to retrieve data with the Datafeed Toolbox software. You can
communicate with other supported data servers using a similar set of toolbox functions. Core Functions The following set of core functions manage
communication with each supported financial data server. To establish a connection to the appropriate data server, use: - blp datastream factset fred haver
idc kx reuters yahoo To retrieve connection properties, use get. To terminate a connection, use close.
2-2 Communication Management Connecting to the Bloomberg Data Server This example shows how to use the blp function to connect to the Bloomberg
data server. Note If you have not used the blp function before you will need to add the file blpapi3.jar to the MATLAB java classpath. Use the javaaddpath
function or edit your classpath.txt file.
2-3 2 Communicating with Financial Data Servers Connection Object Properties In this section. "How to Retrieve Connection Properties" on page 2-4
"Example: Retrieving Data on a Security" on page 2-5 The syntax for the Bloomberg V3 connection object constructor is: b = blp; How to Retrieve
Connection Properties To retrieve the properties of a connection object, use the get function. This function returns different values depending upon which
data server you are using. get(b) b= session: [1x1 com.bloomberglp.blpapi.Session] ipaddress: 'localhost' port: 8194.00 You can get the values of the
individual properties by using the property names: get(b,{'port','session'}) ans = port: 8194.00 session: [1x1 com.bloomberglp.
blpapi.Session] For example, return just the connection handle with the ipaddress argument: ip = get(b,{'ipaddress'}) ip = localhost 2-4 Connection Object
Properties Note A single property is not returned as a structure. Example: Retrieving Data on a Security Establish a connection, b, to a Bloomberg data
server: b = blp; Use the blp.timeseries method to return data on a security: d = timeseries(b,'IBM US Equity','11/16/2009'); d(1:10,:) ans = 'TRADE'
'TRADE' 'TRADE' 'TRADE' 'TRADE' 'TRADE' 'TRADE' 'TRADE' 'TRADE' 'TRADE' [734093.40] [734093.40] [734093.40] [734093.40] [734093.40]
[734093.40] [734093.
40] [734093.40] [734093.40] [734093.40] [127.17] [127.
05] [127.05] [127.04] [127.04] [127.09] [127.
09] [127.09] [127.05] [127.05] [2802.00] [ 100.00] [ 110.00] [ 100.00] [ 100.00] [ 100.00] [ 100.
00] [ 125.00] [ 100.00] [ 200.00] If the final input argument is not a range it must be a whole date value, i.e. '11/16/2009' but not '11/16/2009 12:30:00' or
730316 but not 730316.5. The code timeseries(b,'IBM US Equity', now) will error. Use one of MATLAB's rounding functions to ensure a whole date value: d
= timeseries(b,'IBM US Equity',floor(now)); To return data on a particular field for a range of dates, use the blp.history method: data = history(b,'IBM US
Equity','Last_Price','07/15/99','08/02/99') data = 730316.
00 730317.00 122.33 122.27 2-5 2 Communicating with Financial Data Servers 730320.00 730321.
00 730322.00 730323.00 730324.00 730327.00 730328.
00 730329.00 730330.00 730331.00 730334.00 120.81 115.09 115.77 111.17 112.01 110.
38 113.30 115.21 112.51 112.79 109.71 2-6 Disconnecting from Data Servers Disconnecting from Data Servers To close a data server connection and
disconnect, use the close function with the format: close(b) You must have previously created the connection object with one of the connection functions. 2-7 2
Communicating with Financial Data Servers 2-8 3 Example: Retrieving Bloomberg Data 3 Example: Retrieving Bloomberg Data Using blp Methods In this
section. "About This Example" on page 3-2 "Retrieving Field Data" on page 3-2 "Retrieving Time Series Data" on page 3-3 "Retrieving Historical Data" on
page 3-3 About This Example The following example illustrates the use of the blp methods to retrieve data from a Bloomberg data server. Note If you have not
used the blp function before you will need to add the file blpapi3.jar to the MATLAB java classpath.
Use the javaaddpath function or edit your classpath.txt file. Retrieving Field Data The getdata method obtains Bloomberg field data. The entire set of field
data provides statistics for all possible securities, but it does not apply universally to any one security. Obtaining Data To obtain data for specific fields of a
given security, use the getdata function with the following syntax: d = getdata(Connect, Security, Fields) For example, use the Bloomberg connection object c
to retrieve the values of the fields Open and Last_Price: d = getdata(c,'IBM US Equity', {'Open';'Last_Price'}) d= Open: 126.
2500 Last_Price: 125.1250 3-2 Using blp Methods Retrieving Time Series Data The timeseries method returns price and volume data for a particular security
on a specified date. Use the following command to return time-series data for a given security and a specific date: data = timeseries(Connection, Security,
Date) Date can be a MATLAB date string or serial date number. If the final input argument is not a range it must be a whole date value, i.e.
'11/16/2009' but not '11/16/2009 12:30:00' or 730316 but not 730316.5. The code timeseries(b,'IBM US Equity', now) will error. Use one of MATLAB's
rounding functions to ensure a whole date value. To obtain time-series data for the current day, use the alternate form of the function: data =
timeseries(Connection, Security, floor(now)) To obtain time-series data for IBM using an existing connection c1, enter the function: data = timeseries(c1,
'IBM US Equity', floor(now)); Retrieving Historical Data Use the history method to obtain historical data for a specific security. To obtain historical data for
a specified field of a particular security, run: d = history(Connect,Security,Field,FromDate,ToDate) history returns data for the date range from FromDate to
ToDate. For instructions on determining valid field names, see . For example, to obtain the closing price for IBM for the dates July 15, 1999 to August 2,
1999 using the connection c1, enter: data = history(c1, 'IBM US Equity', 'Last_Price',. '07/15/99', '08/02/99'); 3-3 3 Example: Retrieving Bloomberg Data
3-4 4 Datafeed Toolbox Graphical User Interface "Introduction" on page 4-2 "Using the Datafeed Dialog Box" on page 4-3 4 Datafeed ToolboxTM
Graphical User Interface Introduction You can use the Datafeed Toolbox Graphical User Interface (GUI) to connect to and retrieve information from some
supported data service providers. This GUI consists of two dialog boxes: The Datafeed dialog box.
Use this dialog box to connect to and retrieve data from the following service providers: - Bloomberg Interactive Data Pricing and Reference Data's
RemotePlus Yahoo! For more information on how to use this dialog box, see "Using the Datafeed Dialog Box" on page 4-3. The Securities Lookup dialog
box. You can use this dialog box to find the ticker symbol for a security when you know part of the security name. Use this dialog box with connections to the
following service providers: - Bloomberg Interactive Data Pricing and Reference Data's RemotePlus For more information on how to use this dialog box, see
"Using the Datafeed Securities Lookup Dialog Box" on page 4-6. 4-2 Using the Datafeed Dialog Box Using the Datafeed Dialog Box In this section. "About
the Datafeed Dialog Box" on page 4-3 "Connecting to Data Servers" on page 4-4 "Retrieving Data" on page 4-5 "Using the Datafeed Securities Lookup
Dialog Box" on page 4-6 "Setting Overrides" on page 4-8 About the Datafeed Dialog Box The Datafeed dialog box establishes the connection with the data
server and manages data retrieval. To display this dialog box, enter the dftool command in the MATLAB Command Window. The Datafeed dialog box
consists of two tabs: The Connection tab establishes communication with a data server. For more information, see "Connecting to Data Servers" on page
4-4. The Data tab specifies the data request.
For more information, see "Retrieving Data" on page 4-5. You can also set overrides for the data you retrieve. For more information, see "Setting
Overrides" on page 4-8. The following figure summarizes how to connect to data servers and retrieve data using the Datafeed dialog box. 4-3 4 Datafeed
ToolboxTM Graphical User Interface 4.
After the connection is made, click the Data tab to begin data retrieval. 3. Click to establish a connection to the data server. 5. Click to close the highlighted
connection.
2. Enter IP address of data server or use the default values (Bloomberg data servers only).
1. Enter port number on data server (Bloomberg data servers only). The Datafeed Dialog Box Connecting to Data Servers 1 Click the Connect button to
establish a connection. 4-4 Using the Datafeed Dialog Box 2 When the Connected message appears in the Status field, click the Data tab to begin the process
of retrieving data from the data server. For more information, see "Retrieving Data" on page 4-5. 3 Click the Disconnect button to terminate the session
highlighted in the Current Connections box. For Bloomberg data servers, you must also specify the port number and IP address of the server: 1 Enter the port
number on the data server in the Port Number field. 2 Enter the IP address of the data server in the IP Address field.
3 To establish a connection to the Bloomberg data server, follow steps 1 through 3 above. Tip You can also connect to the Bloomberg data server by selecting
the Connect button and accepting the default values. Retrieving Data The Data tab allows you to retrieve data from the data server as follows: 1 Enter the
security symbol in the Enter Security field. 2 Indicate the type of data to retrieve in the Data Selection field. 3 Specify whether you want the default set of data,
or the full set: Select the Default fields button for the default set of data. Select the All fields button for the full set of data. 4 Click the Get Data button to
retrieve the data from the data server. 5 (Optional) Click the Override button if you want to set overrides on the data you request from the data server. For
more information, see "Setting Overrides" on page 4-8. The following figure summarizes these steps.
4-5 4 Datafeed ToolboxTM Graphical User Interface 2a. Use to find security symbol, if unknown. 2. Enter security symbol if known, (For Bloomberg and or
click Add button to add Interactive Data Pricing and Reference Data security to Selected Securities list. data servers only) Security fields.
Variable in MATLAB workspace. Data retrieved from the connection. 1. Click to retrieve data. Using the Datafeed Securities Lookup Dialog Box When
requesting data from Bloomberg or Interactive Data Pricing and Reference Data's RemotePlus servers, you can use the Datafeed Securities 4-6 Using the
Datafeed Dialog Box Lookup dialog box to obtain the ticker symbol for a given security if you know only part of the security name.
1 Click the Lookup button on the Datafeed dialog box Data tab. The Securities Lookup dialog box opens. 2 Specify your choice of market in the Choose
Market field. 3 Enter the known part of the security name in the Lookup field. 4 Click Submit. All possible values of the company name and ticker symbol
corresponding to the security name you specified display in the Security and Symbol list. 5 Select one or more securities from the list, and then click Select.
The selected securities are added to the Selected Securities list on the Data tab. The following figure summarizes these steps. 4-7 4 Datafeed ToolboxTM
Graphical User Interface 2.
Enter lookup search string. 4. Search results returned from data server. This field displays all possible values of company name and ticker symbol. Select
desired securities from list. 1. Indicate choice of market. 3. Click to send request to data server. 5.
Enter selected securities on Data tab. Setting Overrides To set overrides on retrieved data: 1 Click the Override button. The Override values dialog box
opens. 2 Select the field to override from the Override fields selection list. 3 Enter the desired override value in the Override value field.
4 Click Add to add the field to override to the Override field settings list. 5 Click Apply to apply overrides to the current session and keep the Override values
dialog box open, or click OK to apply the overrides and close the dialog box. The following figure summarizes these steps. 4-8 Using the Datafeed Dialog Box
2. Enter desired override value.
3. Click Add to add the field to the Override field settings list.
Lists data to override. 1. Select field to override. 4a. Apply overrides and close dialog. Return to previous dialog box. 4. Apply overrides to current session.
4-9 4 Datafeed ToolboxTM Graphical User Interface 4-10 5 Function Reference Bloomberg (p. 5-2) Datastream (p. 5-3) FactSet (p. 5-4) FRED (p. 5-5)
Haver Analytics (p. 5-6) Interactive Data Pricing and RemotePlus (p. 5-7) Kx Systems (p. 5-8) Reuters (p. 5-9) Reuters Datascope Tick History (p. 5-10)
Reuters Knowledge Direct (p.
5-11) Reuters Newscope (p. 5-12) Yahoo! (p. 5-13) Get Bloomberg financial data Get Thomson Datastream financial data Get FactSet financial data Get
Federal Reserve Economic Data (FRED) financial data Get Haver Analytics financial data Get Interactive Data Pricing and Reference Data's RemotePlus
financial data Get Kx Systems, Inc. kdb+ financial data Get Reuters financial data Retrieve data from Reuters Datascope Tick History file Establish Reuters
Knowledge Direct connection Retrieve data from Reuters Newscope sentiment archive file Get Yahoo! financial data 5 Function Reference Bloomberg blp
blp.close blp.
display blp.get blp.getdata blp.history blp.realtime blp.
stop blp.timeseries Bloomberg V3 communications server connection Close connection to Bloomberg V3 data server Display Bloomberg V3 connection object
Get Bloomberg V3 connection properties Current Bloomberg V3 data Bloomberg V3 historical data Bloomberg V3 realtime data retrieval Unsubscribe real
time requests for Bloomberg V3 Bloomberg V3 intraday tick data 5-2 Datastream Datastream datastream datastream.close datastream.fetch datastream.get
datastream.isconnection Establish connections to Thomson Datastream API Close connections to Thomson Datastream data servers Request data from
Thomson Datastream data servers Retrieve properties of Thomson Datastream connection objects Verify whether connections to Thomson Datastream data
servers are valid 5-3 5 Function Reference FactSet factset factset.close factset.fetch factset.get factset.isconnection Establish connections to FactSet data
servers Close connections to FactSet data servers Request data from FactSet data servers Retrieve properties of FactSet connection objects Verify whether
connections to FactSet data servers are valid 5-4 FRED FRED fred fred.
close fred.fetch fred.get fred.isconnection Connect to FRED data servers Close connections to FRED data servers Request data from FRED data servers
Retrieve properties of FRED connection objects Verify whether connections to FRED data servers are valid 5-5 5 Function Reference Haver Analytics haver
haver.aggregation haver.close haver.fetch haver.get haver.info haver.isconnection haver.
nextinfo havertool Connect to local Haver Analytics database Set Haver Analytics aggregation mode Close Haver Analytics database Request data from
Haver Analytics database Retrieve properties from Haver Analytics connection objects Retrieve information about Haver Analytics variables Verify whether
connections to Haver Analytics data servers are valid Retrieve information about next Haver Analytics variable Run Haver Analytics graphical user interface
(GUI) 5-6 Interactive Data Pricing and RemotePlusTM Interactive Data Pricing and RemotePlus idc Connect to Interactive Data Pricing and Reference
Data's RemotePlus data servers Close connections to Interactive Data Pricing and Reference Data's RemotePlus data servers Request data from Interactive
Data Pricing and Reference Data's RemotePlus data servers Retrieve properties of Interactive Data Pricing and Reference Data's RemotePlus connection
objects Verify whether connections to Interactive Data Pricing and Reference Data's RemotePlus data servers are valid idc.close idc.fetch idc.get
idc.isconnection 5-7 5 Function Reference Kx Systems kx kx.
close kx.exec kx.fetch kx.get kx.insert kx.
isconnection Connect to Kx Systems, Inc. kdb+ databases Close connections to Kx Systems, Inc. kdb+ databases Run Kx Systems, Inc.
kdb+ commands Request data from Kx Systems, Inc. kdb+ databases Retrieve Kx Systems, Inc. kdb+ connection object properties Write data to Kx Systems,
Inc. kdb+ databases Verify whether connections to Kx Systems, Inc. kdb+ databases are valid Retrieve table names from Kx Systems, Inc. kdb+ databases
kx.tables 5-8 Reuters Reuters reuters reuters.
close reuters.fetch reuters.get reuters.history reuters.stop Create Reuters sessions Release connections to Reuters data servers Request data from Reuters
data servers Retrieve properties of Reuters session objects Request data from Reuters Time Series One Unsubscribe securities 5-9 5 Function Reference
Reuters Datascope Tick History rdth rdth.close rdth.fetch rdth.get rdth.isconnection rdthloader Connect to Reuters Datascope Tick History Close Reuters
Datascope Tick History connection Request Reuters Datascope Tick History data Get Reuters Datascope Tick History connection properties Verify whether
Reuters Datascope Tick History connections are valid Retrieve data from Reuters Datascope Tick History file 5-10 Reuters Knowledge Direct Reuters
Knowledge Direct rkd rkd.close rkd.
fetch rkd.get rkd.isconnection Establish Reuters Knowledge Direct connection Close Reuters Knowledge Direct connection Request Reuters Knowledge
Direct data Get properties of Reuters Knowledge Data connection Verify whether Reuters Knowledge Data connections are valid 5-11 5 Function Reference
Reuters Newscope rnseloader Retrieve data from Reuters Newscope sentiment archive file 5-12 Yahoo! Yahoo! yahoo yahoo.close yahoo.fetch yahoo.
get yahoo.isconnection Connect to Yahoo! data servers Close connections to Yahoo! data servers Request data from Yahoo! data servers Retrieve properties
of Yahoo! connection objects Verify whether connections to Yahoo! data servers are valid 5-13 5 Function Reference 5-14 6 Functions -- Alphabetical List
bloomberg Purpose Connect to Bloomberg data servers bloomberg is not recommended. Use blp instead. Syntax Description c = bloomberg c = bloomberg
establishes a connection, c, to a Bloomberg data server. It uses port number 8194 and the default internet address provided when you installed the Bloomberg
software on your machine.
Examples Establish a connection, c, to a Bloomberg data server: c = bloomberg See Also bloomberg.close, bloomberg.fetch, bloomberg.get,
bloomberg.isconnection 6-2 bloomberg.close Purpose Close connections to Bloomberg data servers bloomberg is not recommended. Use blp instead. Syntax
Arguments close(Connect) Connect Bloomberg connection object created with the bloomberg function. Description Examples close(Connect) closes the
connection to the Bloomberg data server. Establish a Bloomberg connection c: c = bloomberg Close this connection: close(c) See Also bloomberg 6-3
bloomberg.
fetch Purpose Request data from Bloomberg data servers bloomberg.fetch is not recommended. Use blp.getdata, blp.history, blp.realtime, or blp.timeseries
instead. Syntax data = fetch(Connect, 'Security') data = fetch(Connect, 'Security', 'HEADER', 'Flag', 'Ident') data = fetch(Connect, 'Security', 'GETDATA',
'Fields', 'Override', 'Values', 'Ident') data = fetch(Connect, 'Security', 'TIMESERIES', 'Date', 'Minutes', 'TickField') data = fetch(Connect, 'Security',
'HISTORY', 'Fields', 'FromDate', 'ToDate', 'Period', 'Currency', 'Ident') ticker = fetch(Connect, 'SearchString', 'LOOKUP', 'Market') data = fetch(Connect,
'Security', 'REALTIME', 'Fields', 'MATLABProg') data = fetch(Connect, 'Security', 'STOP') Description For a given security, fetch returns header (default),
current, time-series, real time, and historical data via a connection to a Bloomberg data server. data = fetch(Connect, 'Security') fills the header fields with
data from the most recent date with a bid, ask, or trade. data = fetch(Connect, 'Security', 'HEADER', 'Flag', 'Ident') returns data for the most recent date of
each individual field for the specified security type identifiers, based upon the value of Flag.
If 'Flag' is 'DEFAULT', fetch fills the header fields with data from the most recent date with a bid, ask, or trade. Alternatively, you could use the command
data = fetch(Connect,'Security'). If 'Flag' is 'TODAY', fetch returns the header field data with data from today only. If 'Flag' is 'ENHANCED', fetch returns
the header field data for the most recent date of each individual field. In this case, for example, the bid and ask group fields could come from different dates.
6-4 bloomberg.fetch data = fetch(Connect, 'Security', 'GETDATA', 'Fields', 'Override', 'Values', 'Ident') returns the current market data for the specified fields
of the indicated security. You can further specify the data with the optional Override, Values and Ident arguments. Note If a call to the fetch function with the
GETDATA argument encounters an invalid security in a list of securities to retrieve, it returns NaN data for the invalid security's fields. data = fetch(Connect,
'Security', 'TIMESERIES', 'Date', 'Minutes', 'TickField') returns the tick data for a single security for the specified date.
You can further specify data with the optional Minutes and TickField arguments. If there is no data found in the specified range, fetch returns an empty
matrix. You can specify TickField as a string or numeric value. For example, TickField = 'Trade' or TickField = 1 returns data for ticks of type Trade. The
function dftool('ticktypes') returns the list of intraday tick fields. fetch returns intraday tick data requested with an interval with the following columns: Time
Open High Low Value of last tick Volume total value of ticks Total value of ticks for the time range Number of ticks The fetch function returns
columns 7 and 8 only if they make sense for the requested field. 6-5 bloomberg.fetch For today's tick data, enter the command: data =
fetch(Connect,'Security', 'TIMESERIES', now) For today's trade time series aggregated into five-minute intervals, enter: data =
fetch(Connect,'Security','TIMESERIES', . now, 5, 'Trade') data = fetch(Connect, 'Security', 'HISTORY', 'Fields', 'FromDate', 'ToDate', 'Period', 'Currency',
'Ident') returns historical data for the specified field for the date range FromDate to ToDate. You can set the time period with the optional Period argument to
return a more specific data set.
You can further specify returned data by appending the Currency or Ident argument. Note If a call to the fetch function with the HISTORY argument
encounters an invalid security in a list of securities to retrieve, it returns no data for any securities in the list. ticker = fetch(Connect, 'SearchString',
'LOOKUP', 'Market') uses SearchString to find the ticker symbol for a security trading in a designated market. The output ticker is a column vector of possible
ticker values. Note If you supply Ident without a period or currency, enter [] for the missing values. data = fetch(Connect, 'Security', 'REALTIME', 'Fields',
'MATLABProg') subscribes to a given security or list of securities, requesting the indicated fields, and runs any specified MATLAB 6-6 bloomberg.fetch
function. See pricevol, showtrades, or stockticker for information on the data returned by asynchronous Bloomberg events. data = fetch(Connect, 'Security',
'STOP') unsubscribes the list of securities from processing Bloomberg real-time events. Arguments Connect 'Security' Bloomberg connection object created
with the bloomberg function.
A MATLAB string containing the name of a security, or a cell array of strings containing a list of securities, specified in a format recognizable by the
Bloomberg server. You can substitute a CUSIP number for a security name as needed. You can only call a single security when using the TIMESERIES flag as
well. Note This argument is case sensitive. 'Flag' A MATLAB string indicating the dates for which to retrieve data.
Possible values are: DEFAULT: Data from most recent bid, ask, or trade.
If you do not specify a Flag value, fetch uses the default value of 'DEFAULT'. TODAY: Today's data only. ENHANCED: Data from most recent date of
each individual field. (Optional) Currency in which the fetch function returns historical data.
A list of valid currencies appears in the file @bloomberg/bbfields.mat. Default = []. (Optional) Security type identifier. A list of valid security type identifiers
appears in the file @bloomberg/bbfields.mat. Default = []. 'Currency' 'Ident' 6-7 bloomberg.fetch 'Fields' A MATLAB string or cell array of strings specifying
specific fields for which you request data. A list of valid field names appears in the file @bloomberg/bbfields.
mat. The variable bbfieldnames contains the list of field names. Default = []. (Optional) String or cell array of strings containing override field list. Default =
[]. (Optional) String or cell array of strings containing override field values. Date string, serial date number, or cell array of dates that specifies dates for the
time-series data. Specify now to retrieve today's time-series data. (Optional) Numeric value for tick interval in minutes. (Optional) You can specify a string or
numeric value for this field.
For example, TickField = 'Trade' or TickField = 1 return data for ticks of type Trade. Use the command dftool('ticktypes') to return the list of intraday tick
fields. Beginning date for historical data. Note You can specify dates in any of the formats supported by datestr and datenum that display a year, month, and
day. 'Override' 'Values' 'Date' 'Minutes' 'TickField' 'FromDate' 'ToDate' 'Period' End date for historical data.
(Optional) Period of the data. A MATLAB three-part string with the format: 'Frequency Days Data' Frequency Values: d: Daily (default) w: Weekly m:
Monthly q: Quarterly 6-8 bloomberg.fetch s: Semiannually y: Yearly Days Values: o: Omit all days for which there is no data (default) i: Include all
trading days a: Include all calendar days Data Values: b: Report missing data using Bloomberg (default) s: Show missing data as last found value n:
Report missing data as NaN For example, 'dan' returns daily data for all calendar days, reporting missing values as NaN. If a value is unspecified, fetch
returns a default value. Note If you do not specify a value for Period, fetch uses default values.
'Currency' (Optional) Currency type. The file @bloomberg/bbfields.mat lists supported currencies. 6-9 bloomberg.fetch 'Market' A MATLAB string indicating
the market in which a particular security trades. Possible values are: Comdty: (Commodities) Corp: (Corporate bonds) Equity: (Equities) Govt:
(Government bonds) Index: (Indexes) M-Mkt: (Money Market securities) Mtge: Mortgage-backed securities) Muni: (Municipal bonds) Pfd: (Preferred
stocks) 'MATLABProg' A string that is the name of any valid MATLAB program. Examples Retrieving Header Data Retrieve header data for a United States
equity with ticker ABC: D = fetch(C,'ABC US Equity') Retrieving Opening and Closing Prices Retrieve the opening and closing prices: D = fetch(C,'ABC US
Equity','GETDATA',. {'Last_Price';'Open'}) Retrieving Override Fields Retrieve the requested fields, given override fields and values: D = fetch(C,
'3358ABCD4 Corp', 'GETDATA',. 6-10 bloomberg.fetch {'YLD_YTM_ASK', 'ASK', 'OAS_SPREAD_ASK', 'OAS_VOL_ASK'},.
{'PX_ASK', 'OAS_VOL_ASK'}, {'99.125000', '14.000000'}) Retrieving Time Series Data Retrieve today's time series: D = fetch(C, 'ABC US Equity',
'TIMESERIES', now) Retrieving Time Series Data, Aggregated into Time Intervals Retrieve today's trade time series for the given security, aggregated into
five-minute intervals: D = fetch(C, 'ABC US Equity', 'TIMESERIES', now, 5,'Trade') Retrieving Time Series Default Closing Price Retrieve the closing price
for the given dates, using the default period of the data: D = fetch(C, 'ABC US Equity', 'HISTORY', 'Last_Price', .
'8/01/99', '8/10/99') Retrieving Monthly Closing Price Retrieve the monthly closing price for the specified dates: D = fetch(C, 'ABC US Equity', 'HISTORY',
'Last_Price', . '8/01/99', '9/30/00', 'm') See Also bloomberg, bloomberg.close, bloomberg.get, bloomberg.isconnection 6-11 bloomberg.get Purpose Retrieve
Bloomberg connection object properties bloomberg.get is not recommended.
Use blp.get instead. Syntax Arguments value = get(Connect, 'PropertyName') value = get(Connect) Connect Bloomberg connection object created with the
bloomberg function. (Optional) A MATLAB string or cell array of strings containing property names. Property names are: 'Connection' 'IPAddress' 'Port'
'Socket' 'Version' PropertyName Description value = get(Connect, 'PropertyName') returns a MATLAB structure containing the value of the specified
properties for the Bloomberg connection object.
value = get(Connect) returns the value for all properties. Examples Establish a connection, c, to a Bloomberg data server: c = bloomberg Retrieve this
connection's properties: p = get(c, {'Port', 'IPAddress'}) p= port: 8194 6-12 bloomberg.get ipaddress: 111.222.33.
444 See Also bloomberg, bloomberg.close, bloomberg.fetch, bloomberg.isconnection 6-13 bloomberg.getdata Purpose Syntax Description Current Bloomberg
data d = getdata(b,s,f) d = getdata(b,s,f,o,ov) d = getdata(b,s,f) returns the data for the fields f for the security list s. This method uses the Bloomberg
ActiveX interface and does not support overrides. For more robust functionality, refer to the bloomberg.fetch method. d = getdata(b,s,f,o,ov) returns the
data for the fields f for the security list s using the override fields o with corresponding override values, ov. Examples The command d = getdata(c,'ABC US
Equity',{'LAST_PRICE';'OPEN'}) returns the today's current and open price of the given security.
The command d = getdata(c,'3358ABCD4 Corp',. {'YLD_YTM_ASK','ASK','OAS_SPREAD_ASK','OAS_VOL_ASK'},.
{'ASK','OAS_VOL_ASK'},{'99.125000','14.000000'}) returns the requested fields given override fields and values. See Also bloomberg.fetch,
bloomberg.history, bloomberg.lookup, bloomberg.realtime, bloomberg.
timeseries 6-14 bloomberg.history Purpose Historical Bloomberg data bloomberg.history is not recommended. Use blp.history instead.
Syntax d = history(c,s,f,fromdate,todate) d = history(c,s,f,fromdate,todate,per) d = history(c,s,f,fromdate,todate,per,cur) d = history(c,s,f,fromdate,todate)
returns the historical data for the security list s for the fields f for the dates fromdate to todate. Description This method uses the Bloomberg ActiveX interface.
For more robust functionality, refer to the bloomberg.fetch method. d = history(c,s,f,fromdate,todate,per) returns the historical data for the field, f, for the
dates fromdate to todate.
per specifies the period of the data: 'd' 'w' 'm' 'q' 'y' ' o' ' i' ' a' ' ' ' b' s' n' Daily. Weekly. Monthly. Quarterly. Yearly. Omit all days for which there is no data.
Include all trading days. Include all calendar days. Report missing data using Bloomberg default. Show missing data as last found value.
Report missing data as Nan. For example, per = 'dan' returns daily data for all calendar days reporting missing data as NaN's. per = ' n' returns the data
using the default periodicity and default calendar reporting missing data as NaN's. If you do not specify per, the method uses default period for the data. 6-15
bloomberg.history d = history(c,s,f,fromdate,todate,per,cur) returns the historical data for the security list s for the fields f for the dates fromdate to todate
based on the given currency, cur. Load the file bloomberg/bbfields to see the list of supported currencies. Examples Example 1 The command d =
history(c,'ABC US Equity','LAST_PRICE','8/01/99',. '8/10/99') returns the closing price for the given dates for the given security using the default period of
the data.
Example 2 The command D = HISTORY(c,'ABC US Equity','LAST_PRICE','8/01/99',.
'8/10/99','m') returns the monthly closing price for the given dates for the given security. Example 3 The command D = HISTORY(c,'ABC US
Equity','LAST_PRICE','8/01/99',. '8/10/99','m','USD') returns the monthly closing price converted to US dollars for the given dates for the given security.
Example 4 The command D = HISTORY(c,'ABC US Equity','LAST_PRICE','8/01/99',. '8/10/99',[],'USD') 6-16 bloomberg.
history returns the closing price converted to US dollars for the given dates for the given security using the default period of the data. 6-17
bloomberg.isconnection Purpose Verify whether connections to Bloomberg data servers are valid bloomberg is not recommended. Use blp instead. Syntax
Arguments x = isconnection(Connect) Connect Bloomberg connection object created with the bloomberg function.
Description Examples x = isconnection(Connect) returns x = 1 if the connection to the Bloomberg data server is valid, and x = 0 otherwise. Establish a
connection, c, to a Bloomberg data server: c = bloomberg Verify that c is a valid connection: x = isconnection(c) x=1 See Also bloomberg, bloomberg.close,
bloomberg.fetch, bloomberg.get 6-18 bloomberg.isfield Purpose Verify if valid Bloomberg field bloomberg is not recommended. Use blp instead. Syntax
Description x = isfield(b,f) x = isfield(b,f) returns true if specified field, f, is a valid Bloomberg field and false otherwise. f can be a cell array of strings. b is
the Bloomberg connection handle.
Examples x = isfield(b,{'LAST_PRICE','VOLUME','OPEN','HIGH'}) returns x= 1 1 1 1 See Also bloomberg.close, bloomberg.fetch, bloomberg.get,
bloomberg.isconnection 6-19 bloomberg.lookup Purpose Bloomberg security search bloomberg is not recommended. Use blp instead. Syntax Description d =
lookup(b,s,market) d = lookup(b,s,market) returns the list of matching securities given the security search string s and market m. This method uses the
Bloomberg ActiveX interface. Examples The command D = LOOKUP(C,'Intl Bus Mac','Equity') returns the securities along with their ticker symbols
matching the search string 'Intl Bus Mac' for the Equity market.
Valid market types are: Comdty: (Commodities) Corp: (Corporate bonds) Equity: (Equities) Govt: (Government bonds) Index: (Indexes) M-Mkt:
(Money Market securities) Mtge: Mortgage-backed securities) Muni: (Municipal bonds) Pfd: (Preferred stocks) See Also bloomberg.fetch,
bloomberg.getdata 6-20 bloomberg.realtime Purpose Bloomberg realtime data retrieval bloomberg.realtime is not recommended.
Use blp.realtime instead. Syntax Description realtime(c,s,f,api) realtime(c,s,f,api) subscribes to a given security or list of securities s requesting the fields f
and runs the specified function by api. See the function bloomberg.showtrades for information on the data returned by asynchronous Bloomberg events.
Examples The command realtime(c,'ABC US Equity',{'Last_Trade','Volume'},. 'stockticker') subscribes to the security ABC US Equity requesting the fields
Last_Trade and Volume to update in realtime running the function stockticker. See Also bloomberg.fetch, bloomberg.getdata, bloomberg.pricevol,
bloomberg.stop, bloomberg.stockticker, bloomberg.showtrades 6-21 bloomberg.pricevol Purpose Price and volume (demonstration) bloomberg is not
recommended.
Use blp instead. Syntax Arguments pricevol(InputList) InputList Fields from which you request real-time data. Description pricevol(InputList) demonstrates
the Bloomberg real-time data import functionality, where InputList is an input list of elements as described in the following table. InputList(1) =
COM.Bloomberg.Data.1 InputList(2) = 1 InputList(3) = ('Security') InputList(4) = 1 InputList(5) = 2 InputList(6) = {[43.58]} InputList(7) = 0 InputList(8)
InputList(9) = 'Data' Bloomberg handle Event ID Security string Cookie Field number ID Return data for the given tick Status Structure containing the
previous fields Event type The input argument InputList(8) contains the information required to process real-time events.
Examples Display the most recent Trade and Volume values in a figure window and show the most recent trade with volumes: b = bloomberg; d = fetch(b,
'ABC US Equity', 'REALTIME', . 6-22 bloomberg.
pricevol {'Last_Trade', 'Volume'}, 'pricevol'); See Also bloomberg.showtrades, bloomberg.stockticker 6-23 bloomberg.showtrades Purpose Recent trade data
(demonstration) bloomberg is not recommended. Use blp instead.
Syntax Arguments showtrades(InputList) InputList Fields from which you request real-time data. Description showtrades(InputList) demonstrates the
Bloomberg real-time data import functionality, where InputList is an input list of elements as described in the following table: InputList(1) =
COM.Bloomberg.Data.1 InputList(2) = 1 InputList(3) = ('Security') InputList(4) = 1 InputList(5) = 2 InputList(6) = {[43.
58]} InputList(7) = 0 InputList(8) InputList(9) = 'Data' Bloomberg handle Event ID Security string Cookie Field number ID Return data for the given tick
Status Structure containing the above fields Event type The input argument InputList(8) contains the information required to process real-time events.
Examples Establish a connection, c, to a Bloomberg data server: c = bloomberg; 6-24 bloomberg.showtrades Display the most recent Trade, Bid, Ask, and
VWAP (volume-weighted adjusted price), and a list of the most recent trades with volumes: d = fetch(c, 'GOOG US Equity', 'REALTIME', .
{'Last_Trade','Bid','Ask','Volume','VWAP'},'showtrades'); See Also bloomberg.pricevol, bloomberg.stockticker 6-25 bloomberg.stockticker Purpose Trades
with volumes (demonstration) bloomberg is not recommended. Use blp instead. Syntax Arguments stockticker(InputList) InputList Fields from which you
request real-time data. Description stockticker(InputList) demonstrates the Bloomberg real-time data import functionality, where InputList is an input list of
elements as described in the following table.
InputList(1) = COM.Bloomberg.Data.1 InputList(2) = 1 InputList(3) = ('Security') InputList(4) = 1 InputList(5) = 2 InputList(6) = {[43.58]} InputList(7) = 0
InputList(8) InputList(9) = 'Data' Bloomberg handle Event ID Security string Cookie Field number ID Return data for the given tick Status Structure
containing the above fields Event type The input argument InputList(8) contains the information required to process real-time events. Examples Retrieve a list
of trades with volumes for each requested security: b = bloomberg; d = fetch(b, {'IBM US Equity', 'EMC US Equity', 'NTAP US Equity'}, . 'REALTIME',
{'Last_Trade', 'Volume'}, 'stockticker'); 6-26 bloomberg.stockticker ** EMC US Equity ** 0 @ 12.65 08-Apr-2005 10:24:57 ** IBM US Equity ** 0 @ 88.17
08-Apr-2005 10:24:57 ** NTAP US Equity ** 0 @ 29.
02 08-Apr-2005 10:24:57 ** EMC US Equity ** 200 @ 12.66 08-Apr-2005 10:24:58 ** EMC US Equity ** 1400 @ 12.65 08-Apr-2005 10:24:58 ** EMC
US Equity ** 3100 @ 12.66 08-Apr-2005 10:25:00 ** IBM US Equity ** 1300 @ 88.17 08-Apr-2005 10:25:00 .
See Also bloomberg.pricevol, bloomberg.showtrades 6-27 bloomberg.stop Purpose Stop Bloomberg realtime data retrieval bloomberg is not recommended.
Use blp instead.
Syntax Description stop(c,s) stop(c,s,api) stop(c,s) desubscribes a given security or list of securities s. Data events for the security no longer process.
stop(c,s,api) desubscribes a given security or list of securities s and unregisters the specified callback api. To desubscribe all securities and turn off data event
handling, use close(c). The Bloomberg connection is now closed. Examples Example 1 The command stop(C,'ABC US Equity') desubscribes from the security
ABC US Equity. Example 2 The command stop(C,'ABC US Equity','stockticker') desubscribes from the security ABC US Equity and turns off data event
handling by the function stockticker. Example 3 The command STOP(C,'','STOCKTICKER') turns off data event handling by the function stockticker.
6-28 bloomberg.stop See Also bloomberg.
fetch, bloomberg.getdata, bloomberg.pricevol, bloomberg.realtime, bloomberg.stockticker, bloomberg.showtrades 6-29 bloomberg.timeseries Purpose
Bloomberg intraday tick data bloomberg.timeseries is not recommended. Use blp.timeseries instead.
Syntax d = timeseries(c,s,f,t) d = timeseries(c,s,f,{startdate,enddate}) d = timeseries(c,s,f,t,b) d = timeseries(c,s,f,t) returns the tick data for the security s for
the date t. This method uses the BloombergActiveX interface. For more robust functionality, refer to the bloomberg.fetch method. d =
timeseries(c,s,f,{startdate,enddate}) returns the tick data for the security s for the date range defined by startdate and enddate.
d = timeseries(c,s,f,t,b) returns the tick data for the security s for the date t in intervals of b minutes for the field, f. Intraday tick data Description requested
with an interval is returned with the columns representing Time, Open, High, Low, Last Price and Volume of the ticks in the bar. Examples Example 1 The
command d = timeseries(c,'ABC US Equity','Last Price',floor(now)) returns today's time series for the given security with the timestamp and tick value.
Example 2 The command d = timeseries(c,'ABC US Equity','Last Price',floor(now),5) returns today's Last Price series for the given security aggregated into
5-minute intervals minute intervals. Example 3 The command 6-30 bloomberg.
timeseries d = timeseries(c,'ABC US Equity','Last Price',. {'12/08/2008 00:00:00','12/10/2008 23:59:59.99'},5) returns the Last Price series for 12/08/2008
and 12/10/2008 for the given security, aggregated into 5-minute intervals. See Also bloomberg.fetch, bloomberg.getdata, bloomberg.history 6-31 blp Purpose
Syntax Description Examples Bloomberg V3 communications server connection c = blp c = blp makes a connection to the local Bloomberg V3
communications server. Establish a connection, c, to a Bloomberg data server: c = blp See Also blp.close, blp.getdata, blp.
history, blp.realtime, blp.timeseries 6-32 blp.close Purpose Syntax Description Close connection to Bloomberg V3 data server close(C) close(C) closes the
connection, C, to the Bloomberg V3 session. 6-33 blp.display Purpose Syntax Description Display Bloomberg V3 connection object disp = display(c) disp =
display(c) displays the Bloomberg V3 connection object. 6-34 blp.get Purpose Syntax Description Get Bloomberg V3 connection properties V =
get(C,'PropertyName') V = get(C) V = get(C,'PropertyName') returns the value of the specified properties for the Bloomberg V3 connection object.
'PropertyName' is a string or cell array of strings containing property names. The property names are session, ipaddress, and port.
V = get(C) returns a structure where each field name is the name of a property of C and each field contains the value of that property. See Also blp.getdata,
blp.history, blp.realtime, blp.
timeseries 6-35 blp.getdata Purpose Syntax Description Current Bloomberg V3 data D = getdata(B,S,F) D = getdata(B,S,F,O,OV) D = getdata(B,S,F)
returns the data for the fields F for the security list S for the Bloomberg V3 connection object B D = getdata(B,S,F,O,OV) returns the data for the fields F for
the security list S using the override fields O with corresponding override values OV. Examples D = getdata(C,'ABC US Equity',{'LAST_PRICE';'OPEN'})
returns today's current and open price of the given security. D = fetch(C,'3358ABCD4
Corp','GETDATA',{'YLD_YTM_ASK','ASK','OAS_SPREAD_ASK','OAS_VOL_ASK'}, {'ASK','OAS_VOL_ASK'},{'99.125000','14.
000000'}) returns the requested fields given override fields and values. See Also blp, blp.history, blp.realtime, blp.timeseries 6-36 blp.history Purpose Syntax
Bloomberg V3 historical data D = history(S,F,FromDate,ToDate) D = history(C,S,F,FromDate,ToDate,Per) D = history(S,F,FromDate,ToDate,Per,Cur) D
= history(S,F,FromDate,ToDate) returns the historical data for the security list S for the fields F for the dates FromDate to ToDate.
D = history(C,S,F,FromDate,ToDate,Per) returns the historical data for the field, F, for the dates FromDate to ToDate. Per specifies the period of the data.
For example, Per = {'daily','calendar'} returns daily data for all calendar days reporting missing data as NaN. Per = {'actual'} returns the data using the
default periodicity and default calendar reporting missing data as NaN.
The possible values of Per are as follows: Description Value daily weekly monthly quarterly semi_annually yearly actual calendar fiscal
non_trading_weekdays all_calendar_days active_days_only Time Period Daily Weekly Monthly Quarterly Semi annually Yearly Anchor date specification
Anchor date specification Anchor date specification Non trading weekdays Return all calendar days Active trading days only 6-37 blp.history Value
previous_value nil_value Time Period Fill missing values with previous values Fill missing values with NaN D = history(S,F,FromDate,ToDate,Per,Cur)
returns the historical data for the security list S for the fields F for the dates FromDate to ToDate based on the given currency, Cur. Load the file
bloomberg/bbfields to see the list of supported currencies. Examples D = history(C,'ABC US Equity',. 'LAST_PRICE','8/01/99','8/10/99') returns the closing
price for the given dates for the given security using the default period of the data. D = history(C,'ABC US Equity',.
'LAST_PRICE','8/01/99','8/10/99','monthly') returns the monthly closing price for the given dates for the given security. D = history(C,'ABC US Equity',.
'LAST_PRICE','8/01/99','8/10/99','monthly','USD') returns the monthly closing price converted to US dollars for the given dates for the given security. D =
history(C,'ABC US Equity',.
'LAST_PRICE','8/01/99','8/10/99', {'daily','actual','all_calendar_days', 'nil_value'},'USD') returns the daily closing price converted to US dollars for the given
dates for the given security. D = history(C,'ABC US Equity',. 'LAST_PRICE','8/01/99','8/10/99',[],'USD') returns the closing price converted to US dollars for
the given dates for the given security using the default period of the data. See Also blp, blp.realtime, blp.
timeseries 6-38 blp.realtime Purpose Syntax Description Bloomberg V3 realtime data retrieval [SUBS,T] = realtime(C,S,F,API) [SUBS,T] =
realtime(C,S,F,API) subscribes to a given security or list of securities S requesting the fields F and runs the specified function by API. It returns the
subscription list, SUBS and the timer T associated with the real time callback for the subscription list. Run the example v3showtrades for information on the
data returned by asynchronous Bloomberg events. Type help v3showtrades for information on the example.
realtime(C,'ABC US Equity',{'Last_Trade','Volume'},'v3stockticker') subscribes to the security ABC US Equity requesting the fields Last_Trade and Volume to
update in realtime while running the function v3stockticker. blp, blp.history, blp.timeseries Examples See Also 6-39 blp.stop Purpose Syntax Description
Unsubscribe real time requests for Bloomberg V3 stop(B,SUBS,T) stop(B,SUBS,T,S) stop(B,SUBS,T)unsubscribes all real time requests associated with the
Bloomberg connection, B, and subscription list, SUBS.T is the timer associated with the real time callback for the subscription list.
stop(B,SUBS,T,S)unsubscribes all real time requests associated with the Bloomberg unsubscribes real time requests for each security, S, on the subscription
list, SUBS. T is the timer associated with the real time callback for the subscription list. 6-40 blp.timeseries Purpose Syntax Bloomberg V3 intraday tick data
D = timeseries(C,S,T) D = timeseries(C,S,{StartDate,EndDate}) D = timeseries(C,S,T,B,F) D = timeseries(C,S,T) returns the raw tick data for the security S
for the date T.
D = timeseries(C,S,{StartDate,EndDate}) returns the raw tick data for the security S for the date range defined by StartDate and EndDate. D =
timeseries(C,S,T,B,F)returns the tick data for the security S for the date T in intervals of B minutes for the field, F.
Intraday tick data requested with an interval is returned with the columns representing Time, Open, High, Low, Last Price, number of ticks and Volume of the
ticks in the bar. Description Examples D = timeseries(C,'ABC US Equity',FLOOR(NOW)) returns today's time series for the given security. The timestamp
and tick value are returned. D = timeseries(C,'ABC US Equity',FLOOR(NOW),5,'Trade') returns today's Trade tick series for the given security aggregated
into 5 minute intervals. D = timeseries(C,'ABC US Equity',{'12/08/2008 00:00:00','12/10/2008 23:59:59.99'},5,'Trade')returns the Trade tick series for
12/08/2008 and 12/10/2008 for the given security aggregated into 5 minute intervals. See Also blp, blp.history, blp.
realtime 6-41 datastream Purpose Syntax Arguments Establish connections to Thomson Datastream API Connect = datastream('UserName', 'Password',
'Source', 'URL') 'UserName' 'Password' 'Source' 'URL' User name. User password. To connect to the Thomson Datastream API, enter 'Datastream' in this
field. Web URL. Note Thomson assigns the values for you to enter for each argument.
Enter all arguments as MATLAB strings. Description Connect = datastream('UserName', 'Password', 'Source', 'URL') makes a connection to the Thomson
Datastream API, which provides access to Thomson Datastream software content. Examples Establish a connection to the Thomson Datastream API:
Connect = datastream('User1', 'Pass1', 'Datastream', . 'http://dataworks.thomson.
com/Dataworks/Enterprise/1.0') See Also datastream.close, datastream.fetch, datastream.get, datastream.isconnection 6-42 datastream.close Purpose Syntax
Arguments Close connections to Thomson Datastream data servers close(Connect) Connect Thomson Datastream connection object created with the
datastream function. Description See Also close(Connect) closes a connection to a Thomson Datastream data server. datastream 6-43 datastream.fetch
Purpose Syntax Request data from Thomson Datastream data servers data = fetch(Connect, 'Security') data = fetch(Connect, 'Security', 'Fields') data =
fetch(Connect, 'Security', 'Fields', data = fetch(Connect, 'Security', 'Fields', 'ToDate') data = fetch(Connect, 'Security', 'Fields', 'ToDate', 'Period') data =
fetch(Connect, 'Security', 'Fields', 'ToDate', 'Period', 'Currency') 'Date') 'FromDate', 'FromDate', 'FromDate', Arguments Connect Thomson Datastream
connection object created with the datastream function.
MATLAB string containing the name of a security, or cell array of strings containing names of multiple securities. This data is in a format recognizable by the
Thomson Datastream data server. (Optional) MATLAB string or cell array of strings indicating the data fields for which to retrieve data. (Optional) MATLAB
string indicating a specific calendar date for which you request data. (Optional) Start date for historical data. 'Security' 'Fields' 'Date' 'FromDate' 6-44
datastream.fetch 'ToDate' (Optional) End date for historical data. If you specify a value for 'ToDate', 'FromDate' cannot be an empty value. Note You can
specify dates in any of the formats supported by datestr and datenum that show a year, month, and day. 'Period' (Optional) Period within a date range.
Period values are: 'd': daily values 'w': weekly values 'm': monthly values (Optional) Currency in which fetch returns the data. 'Currency' Note You can
enter the optional arguments 'Fields', 'FromDate', 'ToDate', 'Period', and 'Currency' as MATLAB strings or empty arrays ([ ]). Description data =
fetch(Connect, 'Security') returns the default time series for the indicated security. data = fetch(Connect, 'Security', 'Fields') returns data for the specified
security and fields. data = fetch(Connect, 'Security', 'Fields', 'Date') returns data for the specified security and fields on a particular date.
6-45 datastream.fetch data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate') returns data for the specified security and fields for the indicated date
range.
data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate', 'Period') returns instrument data for the given range with the indicated period. data =
fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate', 'Period', 'Currency') also specifies the currency in which to report the data. Note The Thomson
Datastream interface returns all data as strings.
For example, it returns Price data to the MATLAB workspace as a cell array of strings within the structure. There is no way to determine the data type from
the Datastream interface. Examples Retrieving Time Series Data Return the trailing one-year price time series for the instrument 'P', which is the default
value for the 'Fields' argument using the command: data = fetch(Connect, 'ICI') Or the command: data = fetch(Connect, 'ICI', 'P') Retrieving Opening and
Closing Prices Return the closing and opening prices for the instruments P and PO on the date September 1, 2007. data = fetch(Connect, 'ICI', {'P', 'PO'},
'09/01/2007') 6-46 datastream.fetch Retrieving Monthly Opening and Closing Prices for a Specified Date Range Return the monthly closing and opening
prices for the securities ICI and IBM from 09/01/2005 to 09/01/2007: data = fetch(Connect, {'ICI', 'IBM'}, {'P', 'PO'}, . '09/01/2005', '09/01/2007', 'M') See
Also datastream.close, datastream, datastream.get, datastream.isconnection 6-47 datastream.get Purpose Syntax Arguments Retrieve properties of Thomson
Datastream connection objects value = get(Connect, 'PropertyName') value = get(Connect) Connect Thomson Datastream connection object created with the
datastream function.
(Optional) A MATLAB string or cell array of strings containing property names. Valid property names include: user datasource endpoint wsdl sources
systeminfo version PropertyName Description value = get(Connect, 'PropertyName') returns the value of the specified properties for the Thomson
Datastream connection object. value = get(Connect) returns a MATLAB structure where each field name is the name of a property of Connect. Each field
contains the value of the property. See Also datastream.close, datastream, datastream.fetch, datastream.isconnection 6-48 datastream.isconnection Purpose
Syntax Arguments Verify whether connections to Thomson Datastream data servers are valid x = isconnection(Connect) Connect Thomson Datastream
connection object created with the datastream function. Description Examples x = isconnection(Connect) returns x = 1 if the connection is a valid Thomson
Datastream connection, and x = 0 otherwise.
Establish a connection to the Thomson Datastream API: c = datastream Verify that c is a valid connection: x = isconnection(c) x=1 See Also
datastream.close, datastream, datastream.fetch, datastream.get 6-49 factset Purpose Syntax Arguments Establish connections to FactSet data servers Connect
= factset('UserName', 'SerialNumber', 'Password', 'ID') UserName SerialNumber Password ID User login name. User serial number.
User password. FactSet customer identification number. Note FactSet assigns values to all input arguments. Description Examples Connect =
factset('UserName', 'SerialNumber', 'Password', 'ID') connects to the FactSet FAST interface. Establish a connection to a FactSet server: Connect =
factset('username', '1234', 'password', 'fsid') Connect = user: 'username' serial: '1234' password: 'password' cid: 'fsid' See Also factset.
close, factset.fetch, factset.get, factset.isconnection 6-50 factset.close Purpose Syntax Arguments Close connections to FactSet data servers close(Connect)
Connect FactSet connection object created with the factset function. Description See Also close(Connect) closes the connection to the FactSet data server.
factset 6-51 factset.fetch Purpose Syntax Request data from FactSet data servers data = fetch(Connect) data = fetch(Connect, data = fetch(Connect, data =
fetch(Connect, 'ToDate') data = fetch(Connect, 'Period') 'Library') 'Security', 'Fields') 'Security', 'Fields', 'FromDate', 'Security', 'FromDate', 'ToDate',
Arguments Connect Library Security FactSet connection object created with the factset function.
FactSet formula library. A MATLAB string or cell array of strings containing the names of securities in a format recognizable by the FactSet server.
A MATLAB string or cell array of strings indicating the data fields for which to retrieve data. Date string or serial date number indicating date for the
requested data. If you enter today's date, fetch returns yesterday's data. Beginning date for date range. Note You can specify dates in any of the formats
supported by datestr and datenum that display a year, month, and day. Fields Date FromDate 6-52 factset.fetch ToDate Period End date for date range.
Period within date range. Period values are: 'd': daily values 'b': business day daily values 'm': monthly values 'mb': beginning monthly values 'me':
ending monthly values 'q': quarterly values 'qb': beginning quarterly values 'qe': ending quarterly values 'y': annual values 'yb': beginning annual
values 'ye': ending annual values Description data = fetch(Connect) returns the names of all available formula libraries. data = fetch(Connect, 'Library')
returns the valid field names for a given formula library.
data = fetch(Connect, 'Security', 'Fields') returns data for the specified security and fields. data = fetch(Connect, 'Security', 'Fields', 'Date') returns security
data for the specified fields on the requested date. data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate') returns security data for the specified fields
for the date range FromDate to ToDate. 6-53 factset.fetch data = fetch(Connect, 'Security', 'FromDate', 'ToDate', 'Period') returns security data for the date
range FromDate to ToDate with the specified period.
Examples Retrieving Names of Available Formula Libraries Obtain the names of available formula libraries: D = fetch(Connect) Retrieving Valid Field
Names of a Specified Library Obtain valid field names of the FactSetSecurityCalcs library: D = fetch(Connect, 'fs') Retrieving the Closing Price of a Specified
Security Obtain the closing price of the security IBM: D = fetch(Connect, 'IBM', 'price') Retrieving the Closing Price of a Specified Security Using Default
Date Period Obtain the closing price for IBM using the default period of the data: D = fetch(C, 'IBM', 'price', '09/01/07', '09/10/07') Retrieving the Monthly
Closing Prices of a Specified Security for a Given Date Range Obtain the monthly closing prices for IBM from 09/01/05 to 09/10/07: D = fetch(C, 'IBM',
'price', '09/01/05', '09/10/07', 'm') See Also factset.close, factset, factset.isconnection 6-54 factset.get Purpose Syntax Retrieve properties of FactSet
connection objects value = get(Connect, 'PropertyName') value = get(Connect) Arguments Connect PropertyName FactSet connection object created with the
factset function. (Optional) A MATLAB string or cell array of strings containing property names.
Property names are: user serial password cid Description value = get(Connect, 'PropertyName') returns the value of the specified properties for the
FactSet connection object. value = get(Connect) returns a MATLAB structure where each field name is the name of a property of Connect, and each field
contains the value of that property. Examples Establish a connection to a FactSet data server: Connect = factset('Fast_User','1234','Fast_Pass','userid')
Retrieve the connection property value: h = get(Connect) h= user: 'Fast_User' serial: '1234' password: 'Fast_Pass' 6-55 factset.get cid: 'userid' Retrieve the
value of the connection's user property: get(Connect, 'user') ans = Fast_User See Also factset.close, factset.fetch, factset, factset.isconnection 6-56
factset.isconnection Purpose Syntax Arguments Verify whether connections to FactSet data servers are valid x = isconnection(Connect) Connect FactSet
connection object created with the factset function. Description Examples x = isconnection(Connect) returns x = 1 if the connection to the FactSet data server
is valid, and x = 0 otherwise.
Establish a connection, c, to a FactSet data server: c = factset Verify that c is a valid connection: x = isconnection(c); x=1 See Also factset.
close, factset.fetch, factset, factset.get 6-57 fred Purpose Syntax Connect to FRED data servers Connect = fred(URL) Connect = fred Arguments Description
URL Create a connection using a specified URL. Connect = fred(URL) establishes a connection to a FRED data server. Connect = fred verifies that the URL
http://research.stlouisfed.org/fred2/ is accessible and creates a connection. Examples Connect to the FRED data server at the URL
http://research.stlouisfed.org/fred2/: c = fred('http://research.
stlouisfed.org/fred2/') See Also fred.close, fred.fetch, fred.get, fred.
isconnection 6-58 fred.close Purpose Syntax Arguments Close connections to FRED data servers close(Connect) Connect FRED connection object created
with the fred function. Description Examples close(Connect) closes the connection to the FRED data server. Make a connection c to a FRED data server: c =
fred('http://research.stlouisfed.
org/fred2/') Close this connection: close(c) See Also fred 6-59 fred.fetch Purpose Syntax Request data from FRED data servers data = fetch(Connect,
'Security') data = fetch(Connect, 'Security', 'D1') data = fetch(Connect, 'Security', 'D1', 'D2') Arguments Connect 'Security' 'D1' 'D2' FRED connection object
created with the fred function. MATLAB string containing the name of a security in a format recognizable by the FRED server. MATLAB string or date
number indicating the date from which to retrieve data. MATLAB string or date number indicating the date range from which to retrieve data. Description
For a given security, fetch returns historical data using the connection to the FRED data server. data = fetch(Connect, 'Security') returns data for the security
Security, using the connection object Connect. data = fetch(Connect, 'Security', 'D1') returns data for the security Security, using the connection object
Connect, for the date D1. If you specify today's date for D1, fetch returns data from yesterday. data = fetch(Connect, 'Security', 'D1', 'D2') returns all data for
the security Security, using the connection object Connect, for the date range 'D1' to 'D2'.
Note You can specify dates in any of the formats supported by datestr and datenum that show a year, month, and day. 6-60 fred.fetch Examples Fetch all
available daily U.S. dollar to euro foreign exchange rates: d = fetch(f,'DEXUSEU') d= Title: 'U.S. / Euro Foreign Exchange Rate' SeriesID: 'DEXUSEU'
Source: 'Board of Governors of the Federal Reserve System' Release: 'H.10 Foreign Exchange Rates' SeasonalAdjustment: 'Not Applicable' Frequency:
'Daily' Units: 'U.S. Dollars to One Euro' DateRange: '1999-01-04 to 2006-06-19' LastUpdated: '2006-06-20 9:39 AM CT' Notes: 'Noon buying rates in New
York City for cable transfers payable in foreign currencies.
' Data: [1877x2 double] Fetch data for 01/01/2007 through 06/01/2007: d = fetch(f, 'DEXUSEU', '01/01/2007', '06/01/2007) d= Title: ' U.S. / Euro Foreign
Exchange Rate' SeriesID: ' DEXUSEU' Source: ' Board of Governors of the Federal Reserve System' Release: ' H.10 Foreign Exchange Rates'
SeasonalAdjustment: ' Not Applicable' Frequency: ' Daily' Units: ' U.S.
Dollars to One Euro' DateRange: ' 1999-01-04 to 2006-06-19' LastUpdated: ' 2006-06-20 9:39 AM CT' Notes: ' Noon buying rates in New York City for cable
transfers payable in foreign currencies.' Data: [105x2 double] See Also fred.close, fred.get, fred.isconnection 6-61 fred.
get Purpose Syntax Arguments Retrieve properties of FRED connection objects value = get(Connect, 'PropertyName') value = get(Connect) Connect FRED
connection object created with the fred function. 'PropertyName' A MATLAB string or cell array of strings containing property names. Property names are:
'url' 'ip' 'port' Description value = get(Connect, 'PropertyName') returns a MATLAB structure containing the value of the specified properties for the FRED
connection object.
value = get(Connect) returns the value for all properties. Examples Establish a connection, c, to a FRED data server: c =
fred('http://research.stlouisfed.org/fred2/') Retrieve the port and IP address for the connection: p = get(c, {'port', 'ip'}) p= port: 8194 ip: 111.222.33.444 See
Also fred.
close, fred.fetch, fred.isconnection 6-62 fred.isconnection Purpose Syntax Arguments Verify whether connections to FRED data servers are valid x =
isconnection(Connect) Connect FRED connection object created with the fred function. Description Examples x = isconnection(Connect) returns x = 1 if a
connection to the FRED data server is valid, and x = 0 otherwise. Establish a connection, c, to a FRED data server: c =
fred('http://research.stlouisfed.org/fred2/') Verify that c is a valid connection: x = isconnection(c) x=1 See Also fred.close, fred.fetch, fred.
get 6-63 haver Purpose Syntax Arguments Description Examples Connect to local Haver Analytics database H = haver(Databasename) Databasename Local
path to the Haver Analytics database. H = haver(Databasename) establishes a connection to a Haver Analytics database. Create a connection to the Haver
Analytics database at the path d:\work\haver\data\haverd.dat: H = haver('d:\work\haver\data\haverd.dat') See Also haver.
close, haver.fetch, haver.get, haver.isconnection 6-64 haver.aggregation Purpose Syntax Description Set Haver Analytics aggregation mode X = aggregation
(C) X = aggregation (C,V) X = aggregation (C) returns the current aggregation mode.
X = aggregation (C,V) sets the current aggregation mode to V. The following table lists possible values for V. Value of V 0 1 Aggregation Behavior of
aggregation function mode strict relaxed aggregation does not fill in values for missing data. aggregation fills in missing data based on data available in the
requested period. aggregation fills in missing data based on some past value. aggregation resets V to its last valid 2 -1 forced Not recognized setting. See Also
haver, haver.close, haver.fetch, haver.get, haver.
infohaver.isconnection, haver.nextinfo 6-65 haver.close Purpose Syntax Arguments Close Haver Analytics database close(H) H Haver Analytics connection
object created with the haver function. Description Examples close(H) closes the connection to the Haver Analytics database. Establish a connection H to a
Haver Analytics database: H = haver('d:\work\haver\data\haverd.dat') Close the connection: close(H) See Also haver 6-66 haver.fetch Purpose Syntax
Request data from Haver Analytics database D = fetch(H,S) D = fetch(H,S,Startdate,Enddate) D = fetch(H,S,Startdate,Enddate,P) Arguments H S Startdate
Enddate P Haver Analytics connection object created with the haver function. Haver Analytics variable. MATLAB string or date number indicating the
startdate from which to retrieve data.
MATLAB string or date number indicating the enddate of the date range. A specified period. You can enter the period as: D for daily values W for weekly
values M for monthly values Q for quarterly values A for annual values Description fetch returns historical data via a Haver Analytics connection object.
D = fetch(H,S) returns data for the Haver Analytics variable S, using the connection object H. D = fetch(H,S,Startdate,Enddate) returns data for the Haver
Analytics variable S, using the connection object H, between the dates Startdate and Enddate.
6-67 haver.fetch D = fetch(H,S,Startdate,Enddate,P) returns data for the Haver Analytics variable S, using the connection object H, between the dates
Startdate and Enddate, in time periods specified by P. Examples Establish a Connection to a Haver Analytics Database Connect to the Haver Analytics daily
demonstration database haverd.dat: H = haver('d:\work\haver\data\haverd.dat') Retrieving Variable Data Return data for the variable FFED: D =
fetch(H,'FFED') Retrieving Variable Data for a Specified Date Range Return data for FFED from 01/01/1997 to 09/01/2007: D =
fetch(H,'FFED','01/01/1997','09/01/2007') Retrieving Monthly Variable Data for a Specified Date Range Return data for FFED, converted to monthly values,
from 01/01/1997 to 09/01/2007: D = fetch(H,'FFED','01/01/1997','09/01/2007','M') See Also haver.
close, haver.get, haver.isconnection, haver, haver.info, haver.nextinfo 6-68 haver.get Purpose Syntax Arguments Retrieve properties from Haver Analytics
connection objects V = get(H,'PropertyName') V = get(H) H Haver Analytics connection object created with the haver function. 'PropertyName' A MATLAB
string or cell array of strings containing property names. The property name is Databasename. Description V = get(H,'PropertyName') returns a MATLAB
structure containing the value of the specified properties for the Haver Analytics connection object. V = get(H) returns a MATLAB structure, where each field
name is the name of a property of H.
Each field contains the value of the property. Examples Establish a Haver Analytics connection, HDAILY: HDAILY = haver('d:\work\haver\data\haverd.dat')
Retrieve the name of the Haver database: V = get(HDAILY,{'databasename'}) V= databasename: d:\work\haver\data\haverd.dat See Also haver.close,
haver.fetch, haver.isconnection, haver 6-69 haver.info Purpose Syntax Arguments Retrieve information about Haver Analytics variables D = info(H,S) H S
Haver Analytics connection object created with the haver function. Haver Analytics variable. Description Examples D = info(H,S) returns information about
the Haver Analytics variable, S.
Establish a Haver Analytics connection H: H = haver('d:\work\haver\data\haverd.dat') Request information for the variable after FFED: D =
info(H,'FFED2') VarName: 'FFED2' StartDate: '01-Jan-1991' EndDate: '31-Dec-1998' NumberObs: 2088 Frequency: 'D' DateTimeMod: 1.1335e+009
Magnitude: 0 DecPrecision: 2 DifType: 1 AggType: 'AVG' DataType: '%' Group: 'Z05' Source: 'FRB' Descriptor: 'Federal Funds [Effective] Rate (% p.a.)'
ShortSource: 'History' 6-70 haver.
info LongSource: 'Historical Series' See Also haver.close, haver.get, haver.isconnection, haver, haver.nextinfo 6-71 haver.
isconnection Purpose Syntax Arguments Verify whether connections to Haver Analytics data servers are valid X = isconnection(H) H Haver connection object
created with the haver function. Description Examples X = isconnection(H) returns X = 1 if the connection is a valid Haver Analytics connection, and X = 0
otherwise. Establish a Haver connection H: H = HAVER('d:\work\haver\data\haverd.dat') Verify that H is a valid Haver Analytics connection: X =
isconnection(H) X=1 See Also haver.close, haver.fetch, haver.get, haver 6-72 haver.nextinfo Purpose Syntax Arguments Retrieve information about next
Haver Analytics variable D = nextinfo(H,S) H S Haver Analytics connection object created with the haver function. Haver Analytics variable. Description
Examples D = nextinfo(H,S) returns information for the next Haver Analytics variable after the variable, S.
Establish a Haver Analytics connection H: H = haver('d:\work\haver\data\haverd.dat') Request information for the variable following FFED: D =
nextinfo(H,'FFED') VarName: 'FFED2' StartDate: '01-Jan-1991' EndDate: '31-Dec-1998' NumberObs: 2088 Frequency: 'D' DateTimeMod: 1.1335e+009
Magnitude: 0 DecPrecision: 2 DifType: 1 AggType: 'AVG' DataType: '%' Group: 'Z05' Source: 'FRB' Descriptor: 'Federal Funds [Effective] Rate (% p.a.)'
ShortSource: 'History' 6-73 haver.nextinfo LongSource: 'Historical Series' See Also haver.close, haver.get, haver, haver.info, haver.isconnection 6-74
havertool Purpose Syntax Arguments Run Haver Analytics graphical user interface (GUI) havertool(H) H Haver Analytics connection object created with the
haver function.
Description havertool(H) runs the Haver Analytics graphical user interface (GUI). The GUI appears in the following figure. 6-75 havertool The GUI fields
and buttons are: Database: The currently selected Haver Analytics database. Browse: Allows you to browse for Haver Analytics databases, and populates
the variable list with the variables in the database you specify.
Start Date: The data start date of the selected variable.
End Date: The data end date of the selected variable. Workspace Variable: The MATLAB variable to which havertool writes data for the currently selected
Haver variable. Close: Closes all current connections and the Haver Analytics GUI. Examples Establish a Haver Analytics connection H: H =
haver('d:\work\haver\data\haverd.dat') Open the graphical user interface (GUI) demonstration: havertool(H) See Also haver 6-76 idc Purpose Syntax
Description Connect to Interactive Data Pricing and Reference Data's RemotePlus data servers Connect = idc Connect = idc connects to the Interactive Data
Pricing and Reference Data's RemotePlus server.
Connect is a connection handle used by other functions to obtain data. Examples Connect to an Interactive Data Pricing and Reference Data's RemotePlus
server: c = idc See Also idc.close, idc.fetch, idc.get, idc.isconnection 6-77 idc.close Purpose Syntax Arguments Close connections to Interactive Data Pricing
and Reference Data's RemotePlus data servers close(Connect) Connect Interactive Data Pricing and Reference Data's RemotePlus connection object created
with the idc function. Description Examples close(Connect) closes the connection to the Interactive Data Pricing and Reference Data's RemotePlus server.
Establish an Interactive Data Pricing and Reference Data's RemotePlus connection, c: c = idc Close this connection: close(c) See Also idc 6-78 idc.fetch
Purpose Syntax Request data from Interactive Data Pricing and Reference Data's RemotePlus data servers data = fetch(Connect, 'Security', 'Fields') data =
fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate') data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate', 'Period') data =
fetch(Connect,'','GUILookup','GUICategory') Arguments Connect Interactive Data Pricing and Reference Data's RemotePlus connection object created with
the idc function.
A MATLAB string containing the name of a security in a format recognizable by the Interactive Data Pricing and Reference Data's RemotePlus server. A
MATLAB string or cell array of strings indicating specific fields for which to provide data. Valid field names are in the file @idc/idcfields.mat. The variable
bbfieldnames contains the list of field names. Beginning date for historical data. Note You can specify dates in any of the formats supported by datestr and
datenum that show a year, month, and day. 'Security' 'Fields' 'FromDate' 'ToDate' End date for historical data. 6-79 idc.fetch 'Period' 'GUICategory' Period
within date range.
GUI category. Possible values are: 'F' (All valid field categories) 'S' (All valid security categories) Description data = fetch(Connect, 'Security', 'Fields')
returns data for the indicated fields of the designated securities. Load the file idc/idcfields to see the list of supported fields. data = fetch(Connect, 'Security',
'Fields', 'FromDate', 'ToDate') returns historical data for the indicated fields of the designated securities. data = fetch(Connect, 'Security', 'Fields',
'FromDate', 'ToDate', 'Period') returns historical data for the indicated fields of the designated securities with the designated dates and period.
Consult the Remote Plus documentation for a list of valid'Period' values. data = fetch(Connect,'','GUILookup','GUICategory') opens the Interactive Data
Pricing and Reference Data's RemotePlus dialog box for selecting fields or securities. Examples Open the dialog box to look up securities: D =
fetch(Connect,'','GUILookup','S') Open the dialog box to select fields: D = fetch(Connect,'','GUILookup','F') See Also idc.close, idc.get, idc, idc.
isconnection 6-80 idc.get Purpose Syntax Retrieve properties of Interactive Data Pricing and Reference Data's RemotePlus connection objects value =
get(Connect, 'PropertyName') value = get(Connect) Arguments Connect Interactive Data Pricing and Reference Data's RemotePlus connection object created
with the idc function.
(Optional) A MATLAB string or cell array of strings containing property names. Property names are: 'Connected' 'Connection' 'Queued' PropertyName
Description value = get(Connect, 'PropertyName') returns the value of the specified properties for the Interactive Data Pricing and Reference Data's
RemotePlus connection object.PropertyName is a string or cell array of strings containing property names. value = get(Connect) returns a MATLAB
structure. Each field name is the name of a property of Connect, and each field contains the value of that property. See Also idc.close, idc.get, idc, idc.
isconnection 6-81 idc.isconnection Purpose Syntax Arguments Verify whether connections to Interactive Data Pricing and Reference Data's RemotePlus data
servers are valid x = isconnection(Connect) Connect Interactive Data Pricing and Reference Data's RemotePlus connection object created with the idc
function. Description x = isconnection(Connect) returns x = 1 if the connection is a valid Interactive Data Pricing and Reference Data's RemotePlus
connection, and x = 0 otherwise. Examples Establish an Interactive Data Pricing and Reference Data's RemotePlus connection c: c = idc Verify that c is a
valid connection: x = isconnection(c) x=1 See Also idc.close, idc.fetch, idc.get, idc 6-82 kx Purpose Syntax Connect to Kx Systems, Inc. kdb+ databases K =
kx(IP,P) K = kx(IP,P,ID) Arguments IP P ID IP address for the connection to the Kx Systems, Inc. kdb+ database. Port for the Kx Systems, Inc.
kdb+ database connection. The username:password string for the Kx Systems, Inc. kdb+ database connection. Description K = kx(IP,P) connects to the Kx
Systems, Inc. kdb+ database given the IP address IP and port number P.
K = kx(IP,P,ID) connects to the Kx Systems, Inc. kdb+ database given the IP address IP, port number P, and username:password string ID. Before you
connect to the database, add The Kx Systems, Inc. file jdbc.jar to the MATLAB javaclasspath using the javaaddpath command.
The following example adds jdbc.jar to the MATLAB javaclasspath c:\q\java: javaaddpath c:\q\java\jdbc.jar Note In earlier versions of the Kx Systems, Inc.
kdb+ database, this jar file was named kx.jar. If you are running an earlier version of the database, substitute kx.jar for jdbc.jar in these instructions to add
this file to the MATLAB javaclasspath. Examples Run the following command from a DOS prompt to specify the port number 5001: q tradedata.q -p 5001
6-83 kx Connect to a Kx Systems, Inc.
server using IP address LOCALHOST and port number 5001: K = kx('LOCALHOST',5001) handle: [1x1 c] ipaddress: 'localhost' port: 5001 See Also
kx.close, kx.exec, kx.get, kx.fetch, kx.tables 6-84 kx.close Purpose Syntax Arguments Close connections to Kx Systems, Inc. kdb+ databases close(K) K Kx
Systems, Inc. kdb+ connection object created with the kx function. Description Examples close(K) closes the connection to the Kx Systems, Inc.
kdb+ database. Close the connection, K, to the Kx Systems, Inc. kdb+ database: close(K) See Also kx 6-85 kx.fetch Purpose Syntax Arguments Request data
from Kx Systems, Inc. kdb+ databases D = fetch(K,KSQL) D = fetch(K,KSQL,P1,P2,P3) K KSQL P1,P2,P3 Kx Systems, Inc.
kdb+ connection object created with the kx function. The Kx Systems, Inc. kdb+ command. Input parameters for the KSQL command. Description D =
fetch(K,KSQL) returns data from a Kx Systems, Inc.
kdb+ database in a MATLAB structure where K is the Kx Systems, Inc. kdb+ object and KSQL is the Kx kdb+ command. KSQL can be any valid kdb+
command. The output of this method is any data resulting from the command specified in KSQL. D = fetch(K,KSQL,P1,P2,P3) executes the command
specified in KSQL with one or more input parameters, and returns the data from this command. Examples Run the following command from a DOS prompt to
specify the port number 5001: q tradedata.q -p 5001 Connect to a Kx Systems, Inc.
server using IP address LOCALHOST and port number 5001: K = kx('localhost',5001); Retrieve data using the command select from trade: D =
fetch(K,'select from trade'); D= 6-86 kx.fetch sec: {5000x1 cell} price: [5000x1 volume: [5000x1 exchange: [5000x1 date: [5000x1 double] int32] double]
double] Retrieve data, passing an input parameter 'ACME' to the command select from trade: D = fetch(K,'totalvolume','ACME'); D= volume: [1253x1 int32]
This is the total trading volume for the security ACME in the table trade. The function totalvolume is defined in the sample Kx Systems, Inc.
kdb+ file, tradedata.q. See Also kx.exec, kx.insert, kx 6-87 kx.get Purpose Syntax Arguments Retrieve Kx Systems, Inc. kdb+ connection object properties V =
get(K,'PropertyName') V = get(K) K Kx Systems, Inc. kdb+ connection object created with the kx function. 'PropertyName' A string or cell array of strings
containing property names. The property names are: 'handle' 'ipaddress' 'port' Description V = get(K,'PropertyName') returns a MATLAB structure
containing the value of the specified properties for the Kx Systems, Inc.
kdb+ connection object. V = get(K) returns a MATLAB structure where each field name is the name of a property of K and the associated value of the
property. Examples Get the properties of the connection to the Kx Systems, Inc. kdb+ database,K: V= get(K) V= handle: [1x1 c] ipaddress: 'localhost' port:
'5001' See Also kx.close, kx.
exec, kx.fetch, kx.insert, kx 6-88 kx.exec Purpose Syntax Run Kx Systems, Inc. kdb+ commands exec(k,command) exec(k,command,P1,P2,P3)
exec(k,command,p1) exec(k,command,p1,p2) exec(k,command,p1,p2,p3) exec(k,command,p1,p2,p3,sync) Arguments K Command Kx Systems, Inc.
kdb+ connection object created with the kx function. Kx Systems, Inc. kdb+ command issued using the Kx Systems, Inc. kdb+ connection object created with
the kx function. Input parameters for Command. P1,P2,P3 Description exec(k,command) executes the specified command in Kx Systems, Inc. kdb+ without
waiting for a response. exec(k,command,P1,P2,P3) executes the specified command with one or more input parameters without waiting for a response.
exec(k,command,p1) executes the given command with one input parameter without waiting for a response. exec(k,command,p1,p2) executes the given
command with two input parameters without waiting for a response.
exec(k,command,p1,p2,p3) executes the given command with three input parameters without waiting for a response. exec(k,command,p1,p2,p3,sync) executes
the given command with three input parameters synchronously and waits for a response from the database. Enter unused parameters as empty. You can enter
sync as 0 (default) for asynchronous commands and as 1 for synchronous commands. 6-89 kx.exec Examples Example 1 Retrieve the data in the table trade
using the connection to the Kx Systems, Inc. kdb+ database, K: K = kx('localhost',5001); Use the exec command to sort the data in the table trade in
ascending order. exec(K,'`date xasc`trade'); Subsequent data requests also sort returned data in ascending order. Example 2 After running q tradedata.q -p
5001 at the DOS prompt, the commands K = KX('localhost',5001); EXEC(K,'`DATE XASC `TRADE'); sort the data in the table trade in ascending order.
Data later fetched from the table will be ordered in this manner. See Also kx.fetch, kx.insert, kx 6-90 kx.insert Purpose Syntax Arguments Write data to Kx
Systems, Inc.
kdb+ databases insert(k,tablename,data) x = insert(k,tablename,data,sync) K Tablename Data The Kx Systems, Inc. kdb+ connection object created with the
kx function. The name of the Kx Systems, Inc. kdb+ Tablename. The data that insert writes to the Kx Systems, Inc.
kdb+ Tablename. Description insert(k,tablename,data) writes the data, data, to the Kx Systems, Inc. kdb+ table, tablename. x = insert(k,tablename,data,sync)
writes the data, data, to the Kx Systems, Inc.
kdb+ table, tablename, synchronously. For asynchronous calls, enter sync as 0 (default), and for synchronous calls, enter sync as 1. Examples For the
connection to the Kx Systems, Inc. kdb+ database,K, write data from ACME to the specified table: insert(K,'trade',{'`ACME',133.51,250,6.4,'2006.
10.24'}) See Also kx.close, kx.fetch, kx.get, kx.tables 6-91 kx.isconnection Purpose Syntax Arguments Verify whether connections to Kx Systems, Inc. kdb+
databases are valid X = isconnection(K) K Kx Systems, Inc. kdb+ connection object created with the kx function. Description Examples X = isconnection(K)
returns X = 1 if the connection to theKx Systems, Inc.
kdb+ database is valid, and x = 0 otherwise. Establish a connection to a Kx Systems, Inc. kdb+ database, K: K = kx('localhost',5001); Verify that K is a valid
connection: X = isconnection(K) X=1 See Also kx.close, kx.fetch, kx.
get, kx 6-92 kx.tables Purpose Syntax Arguments Retrieve table names from Kx Systems, Inc. kdb+ databases T = tables(K) K The Kx Systems, Inc. kdb+
connection object created with the kx function. Description Examples T = tables(K) returns the list of tables for the Kx Systems, Inc.
kdb+ connection. Retrieve table information for the Kx Systems, Inc. kdb+ database using the connection K: T = tables(k) T= 'intraday' 'seclist' 'trade' See
Also kx.exec, kx.fetch, kx.insert, kx 6-93 rdthloader Purpose Syntax Retrieve data from Reuters Datascope Tick History file x x x x x x = = = = = =
rdthloader(file) rdthloader(file,'date',{DATE1}) rdthloader(file,'date',{DATE1, DATE2}) rdthloader(file,'security',{SECNAME})
rdthloader(file,'start',STARTREC) rdthloader(file,'records', NUMRECORDS) Arguments Specify the following arguments as name-value pairs. You can
specify any combination of name-value pairs in a single call to rdthloader. file 'date' Reuters Datascope Tick History file from which to retrieve data. Use this
argument with {DATE1, DATE2} to retrieve data between and including the specified dates. Specify the dates as numbers or strings.
Use this argument to retrieve data for SECNAME, where SECNAME is a cell array containing a list of security identifiers for which to retrieve data. Use this
argument to retrieve data beginning with the record STARTREC, where STARTREC is the record at which rdthloader begins to retrieve data. Specify
STARTREC as a number. Use this argument to retrieve NUMRECORDS number of records. 'security' 'start' 'records' Description x = rdthloader(file)
retrieves tick data from the Reuters Datascope Tick History file file and stores it in the structure x. x = rdthloader(file,'date',{DATE1}) retrieves tick data from
file with date stamps of value DATE1. 6-94 rdthloader x = rdthloader(file,'date',{DATE1, DATE2}) retrieves tick data from file with date stamps between
DATE1 and DATE2. x = rdthloader(file,'security',{SECNAME}) retrieves tick data from file for the securities specified by SECNAME. x =
rdthloader(file,'start',STARTREC) retrieves tick data from file beginning with the record specified by STARTREC. x = rdthloader(file,'records',
NUMRECORDS) retrieves NUMRECORDS number of records from file.
Examples Retrieve all ticks from the file file.csv with date stamps of 02/02/2007: x = rdthloader('file.csv','date',{'02/02/2007'}) Retrieve all ticks from file.csv
between and including the dates 02/02/2007 and 02/03/2007: x = rdthloader('file.csv','date',{'02/02/2007',.
'02/03/2007'}) Retrieve all ticks from file.csv for the security XYZ.O: x = rdthloader('file.csv','security',{'XYZ.O'}) Retrieve the first 10,000 tick records from
file.
csv: x = rdthloader('file.csv','records',10000) Retrieve data from file.csv, starting at record 100,000: x = rdthloader('file.csv','start',100000) Retrieve up to
100,000 tick records from file.csv, for the securities ABC.N and XYZ.O, with date stamps between and including the dates 02/02/2007 and 02/03/2007: x =
rdthloader('file.
csv','records',100000,. 'date',{'02/02/2007','02/03/2007'},. 6-95 rdthloader 'security',{'ABC.
N','XYZ.O'}) See Also reuters, rnseloader 6-96 rdth.close Purpose Syntax Description See Also Close Reuters Datascope Tick History connection close(r)
close(r) closes the Reuters Datascope Tick History connection, r. rdth 6-97 rdth.fetch Purpose Syntax Request Reuters Datascope Tick History data x =
fetch(r,sec) x = fetch(r,sec,tradefields,daterange,reqtype,messtype, exchange,domain) x = fetch(r,sec) returns information about the security, sec, such as
Description the code, currency, exchange, and and name. x= fetch(r,sec,tradefields,daterange,reqtype,messtype,exchange,domain) returns data for the
request security, sec, based on the type request and message types, reqtype and messtype, respectively. Data for the fields specified by tradefields is returned
for the data range bounded by daterange. domain specifies the security type. Tip Specifying the exchange of the given security improves the speed of the data
request. To obtain more information request and message types and their associated field lists, use the command get(r).
Examples To create a Reuters Datascope Tick History connection, the command r = rdth('user@company.com','mypassword') returns r= client: [1x1
com.reuters.datascope.tickhistory webservice.
client.RDTHApiClient] user: 'user@company.com' password: '**********' To get information pertaining to a particular security, the command 6-98
rdth.fetch d = fetch(r,'GOOG.O',{'Volume','Price','Exchange ID'},.
{'09/05/2008 12:00:00','09/05/2008 12:01:00'},. 'TimeAndSales','Trade','NSQ','EQU') returns d= '#RIC' 'Date[L]' 'Time[L]' 'Ex/Cntrb.ID' 'Price' 'GOOG.O'
'05-SEP-2008' '12:00:01.178' 'NAS' '443.86' 'Volume' '200' 'Type'. 'Trade'. The command d = fetch(r,'GOOG.O',{'Volume','Close'},{'09/05/2008'},.
'EndOfDay','End Of Day','NSQ','EQU') returns d= '#RIC' 'Date[L]' 'Time[L]' 'Type' 'Close' 'Volume' 'GOOG.
O' '05-SEP-2008' '23:59:00.000' 'End Of Day' '444.25' '4538375' The exchange of the security is x.Exchange or NSQ. To determine the asset domain of the
security, use the value of x.Type, in this case 113. Using the information from v = get(r), j = find(v.InstrumentTypes.Value == 113) returns j =46 The
command 6-99 rdth.fetch v.
InstrumentTypes.Value(j) returns ans = 113 The command v.InstrumentTypes.Name(j) returns ans = 'Equities' The command v.AssetDomains.
Value(strcmp(v.InstrumentTypes.Name(j),. v.AssetDomains.
Name)) returns ans = 'EQU' Knowing the security exchange and domain helps the interface to resolve the security symbol and return data more quickly. See
Also rdth, rdth.close, rdth.get 6-100 rdth.get Purpose Syntax Description Get Reuters Datascope Tick History connection properties v = get(r,'propertyname')
v = get(r) v = get(r,'propertyname') returns the value of the specified properties for the rdth connection object. 'PropertyName' is a string or cell array of
strings containing property names. v = get(r) returns a structure where each field name is the name of a property of r, and each field contains the value of
that property. Properties include: AssetDomains BondTypes Class Countries CreditRatings Currencies Exchanges FuturesDeliveryMonths
InflightStatus InstrumentTypes MessageTypes OptionExpiryMonths Quota RestrictedPEs Version 6-101 rdth.get Examples To create a Reuters
Datascope Tick History connection, the command r = rdth('user@company.com','mypassword') returns r= client: [1x1 com.
reuters.datascope.tickhistory webservice.client.RDTHApiClient] user: 'user@company.com' password: '**********' To get a listing of properties for the rdth
connection, the command v = get(r) returns v= AssetDomains: [1x1 struct] BondTypes: {255x1 cell} Class: 'class com.reuters
datascope.tickhistory.webservice.client.
RDTHApiClient' Countries: {142x1 cell} CreditRatings: {82x1 cell} Currencies: [1x1 struct] Exchanges: [1x1 struct] FuturesDeliveryMonths: {12x1 cell}
InflightStatus: [1x1 com.
reuters.datascope tickhistory.webservice.types.
InflightStatus] InstrumentTypes: [1x1 struct] MessageTypes: [1x1 struct] OptionExpiryMonths: {12x1 cell} Quota: [1x1 com.reuters.datascope
tickhistory.webservice.types.
Quota] RestrictedPEs: {2758x1 cell} Version: [1x1 com.reuters.datascope 6-102 rdth.get tickhistory.webservice.types.Version] See Also rdth, rdth.fetch
6-103 rdth.isconnection Purpose Syntax Description Examples Verify whether Reuters Datascope Tick History connections are valid x = isconnection(r) x =
isconnection(r) returns 1 if r is a valid rdth client and 0 otherwise. Verify that r is a valid connection: r = rdth('user@company.
com','mypassword'); x = isconnection(r) x=1 See Also rdth, rdth.close, rdth.fetch, rdth.get 6-104 rdth Purpose Syntax Description Examples Connect to
Reuters Datascope Tick History r = rdth(username,password) r = rdth(username,password) creates a Reuters Datascope Tick History connection to enable
intraday tick data retrieval. To create a Reuters Datascope Tick History connection, the command r = rdth('user@company.com','mypassword') returns r=
client: [1x1 com.reuters.datascope.tickhistory webservice.client.
RDTHApiClient] user: 'user@company.com' password: '**********' Suppose you want to get the intraday price and volume information for all ticks of type
Trade. To determine which fields apply to the message type Trade and the requestType of the Trade message, the command: v = get(r,'MessageTypes') returns
v = RequestType: {31x1 cell} Name: {31x1 cell} Fields: {31x1 cell} The command v.Name then returns ans = 6-105 rdth 'C&E Quote' 'Short Sale' 'Fund
Stats' 'Economic Indicator' 'Convertibles Transactions' 'FI Quote' 'Dividend' 'Trade' 'Stock Split' 'Settlement Price' 'Index' 'Open Interest' 'Correction' 'Quote'
'OTC Quote' 'Stock Split' 'Market Depth' 'Dividend' 'Stock Split' 'Market Maker' 'Dividend' 'Stock Split' 'Intraday 1Sec' 'Dividend' 'Intraday 5Min' 'Intraday
1Min' 'Intraday 10Min' 'Intraday 1Hour' 'Stock Split' 'End Of Day' 'Dividend' The command j = find(strcmp(v.Name,'Trade')); returns 6-106 rdth j= 8 The
command v.
Name{j} returns ans = Trade The command v.RequestType{8} returns ans = TimeAndSales The command v.Fields{j} returns ans = 'Exchange ID' 'Price'
'Volume' 'Market VWAP' 'Accumulative Volume' 'Turnover' 'Buyer ID' 'Seller ID' 'Qualifiers' 'Sequence Number' 'Exchange Time' 'Block Trade' 'Floor Trade'
'PE Ratio' 6-107 rdth 'Yield' 'Implied Volatility' 'Trade Date' 'Tick Direction' 'Dividend Code' 'Adjusted Close Price' 'Price Trade-Through-Exempt Flag'
'Irregular Trade-Through-Exempt Flag' 'TRF Price Sub Market ID' 'TRF' 'Irregular Price Sub Market ID' To request the Exchange ID, Price, and Volume of
a security's intra day tick for a given day and time range the command x = fetch(r,'ABCD.O',{'Exchange ID','Price','Volume'},. {'09/05/2008
12:00:06','09/05/2008 12:00:10'},.
'TimeAndSales','Trade','NSQ','EQU'); returns data similar to x= 'ABCD.O' 'Trade' 'ABCD.O' 'Trade' '05-SEP-2008' '12:00:08.535' . 'NAS' '85.25' '100'
'05-SEP-2008' '12:00:08.569' . 'NAS' '85.25' '400' To request the Exchange ID, Price, and Volume of a security's intraday tick data for an entire trading day,
the command x = fetch(r,'ABCD.O',{`Exchange ID','Price','Volume'},.
'09/05/2008','TimeAndSales','Trade','NSQ','EQU'); returns data similar to x= 6-108 rdth 'ABCD.O' 'Trade' 'ABCD.O' 'Trade' 'ABCD.O' 'Trade' 'ABCD.O'
'Trade' 'ABCD.O' 'Trade' '05-SEP-2008' 'NAS' '51' '05-SEP-2008' 'NAS' '49.35' '05-SEP-2008' 'NAS' '47.5' '05-SEP-2008' 'NAS' '47.5' '05-SEP-2008' 'NAS'
'47' '08:00:41.142'.
'100' '08:01:03.024'. '100' '19:37:47.934'. '1200' '19:37:47.
934'. '300' '19:59:33.970'. '173' To clean up any remaining requests associated with the rdth connection use: close(r) See Also rdth.close, rdth.
fetch, rdth.get 6-109 reuters Purpose Syntax Arguments Create Reuters sessions r = reuters (sessionName, serviceName) r = reuters (sessionName,
serviceName, user, position) r sessionName serviceName user position Reuters session object created with the reuters function Name of the Reuters session,
of the form myNameSpace::mySession Name of the service you use to connect to the data server.
User ID you use to connect to the data server IP address of the data server to which you connect to retrieve data. Description You must configure your
environment before you use this function to connect to a Reuters data server. For more information, see "Reuters Data Service Requirements" on page 1-5. r
= reuters (sessionName, serviceName) starts a Reuters session where sessionName is of the form myNameSpace::mySession and serviceName specifies the
name of the service you use to connect to the data server. r = reuters (sessionName, serviceName, user, position) starts a Reuters session where sessionName
is of the form myNameSpace::mySession and serviceName is the service to use, user is the user ID, and position is the IP address of the machine to which you
connect to retrieve data. Use this form of the command if you require DACS authentication. Examples Connecting to Reuters Data Servers Connect to a
Reuters data server with session name 'myNS::remoteSession' and service name 'dIDN_RDF': 6-110 reuters r = reuters ('myNS::remoteSession',
'dIDN_RDF') r= session: [1x1 com.reuters.
rfa.internal.session.SessionImpl] user: [] serviceName: 'dIDN_RDF' standardPI: [1x1 com.reuters.rfa.common.StandardPrincipalIdentity] eventQueue:
[Error] marketDataSubscriber: [1x1 com.reuters.rfa.
internal.session. MarketDataSubscriberImpl] marketDataSubscriberInterestSpec: [1x1 com.reuters.rfa.
session.MarketDataSubscriber InterestSpec] client: [1x1 com.mathworks.toolbox.datafeed.
MatlabReutersClient] mdsClientHandle: [1x1 com.reuters.rfa.internal.common.HandleImpl] Note If you do not use the Reuters DACS authentication
functionality, the following error message appears: com.reuters.rfa.internal.connection.
ConnectionImpl initializeEntitlementsINFO: com.reuters.rfa.connection.ssl.myNS.RemoteConnection DACS disabled for connection
myNS::RemoteConnection Connecting to Reuters Data Servers Using DACS Authentication 1 Connect to a Reuters data server using DACS authentication,
with session name 'myNS::remoteSession', service name 'dIDN_RDF', user id 'ab123', and data server IP address '111.222.333.444/net': 6-111 reuters r =
reuters ('myNS::remoteSession', 'dIDN_RDF', .
'ab123', '111.222.333.444/net') 6-112 reuters 2 Add the following to your connection configuration: dacs_CbeEnabled=false dacs_SbePubEnabled=false
dacs_SbeSubEnabled=false 3 If you are running an SSL connection, add the following to your connection configuration: dacs_GenerateLocks=false
Connecting to Reuters Data Servers Without DACS Authentication Connect to a Reuters data server with session name 'myNS::remoteSession' and service
name 'dIDN_RDF', without using DACS: r = reuters ('myNS::remoteSession', 'dIDN_RDF') 6-113 reuters Establishing an RTIC (TIC-RMDS Edition)
Connection to Reuters Data Servers Non-DACs-enabled Make an RTIC (TIC-RMDS Edition) connection to a Reuters data server without DACS
authentication, with session name 'myNS::remoteRTICSession', service name 'IDN_RDF': r = reuters ('myNS::remoteRTICSession','IDN_RDF') This RTIC
connection depends on the key subscriber RVConnection. Your RVConnection configuration should look as follows: 6-114 reuters The RTICConnection
configuration is referenced by the session remoteRTICSession, as shown in the following figure.
6-115 reuters 6-116 reuters Messages like the following may appear in the MATLAB Command Window when you establish a non-DACs-enabled connection.
These messages are informational and can safely be ignored. Oct 5, 2007 2:28:31 PM com.reuters.rfa.
internal.connection. ConnectionImpl initializeEntitlements INFO: com.reuters.rfa.connection.ssl myNS.RemoteConnection DACS disabled for connection
myNS::RemoteConnection DACs-enabled Make an RTIC (TIC-RMDS Edition), DACS-enabled connection to a Reuters data server, with session name
'myNS::remoteRTICWithDACs', service name 'IDN_RDF', user id 'ab123', and data server IP address '111.222.333.
444/net': r = reuters ('myNS::remoteRTICWithDACs', 'IDN_RDF', .
'ab123', '111.222.333.444/net') 6-117 reuters This RTIC connection depends on the key subscriber RVConnection. Your RVConnection configuration should
look as follows: 6-118 reuters Messages like the following may appear in the MATLAB Command Window when you establish a DACs-enabled connection.
These messages are informational and can be ignored safely. Oct 5, 2007 2:27:14 PM . com.reuters.
rfa.internal.connection. ConnectionImpl$ConnectionEstablishmentThread runImpl INFO: com.reuters.
rfa.connection.sass3.myNS.RTICwithDacs Connection successful: .
componentName :myNS::RTICwithDacs, subscriberRVConnection: {service: 9453, network: 192.168.107.0;225.2.2.8, daemon: tcp:192.168.107.131:9450}
Oct 5, 2007 2:27:14 PM com.
reuters.rfa.internal.connection.sass3 Sass3LoggerProxy log INFO: com.reuters.rfa.connection.sass3.myNS.
RTICwithDacs SASS3JNI: Received advisory from RV session@ 6-119 reuters (9453,192.168.107.0;225.2.
2.8,tcp:192.168.107.131:9450): _RV.
INFO.SYSTEM.RVD.CONNECTED Oct 5, 2007 2:27:14 PM com.reuters.rfa.internal.connection.ConnectionImpl makeServiceInfo WARNING: com.reuters.
rfa.connection.sass3 myNS.RTICwithDacs Service list configuration has no alias defined for network serviceName IDN_RDF If messages like the following
appear in the MATLAB Command Window when you establish a DACs-enabled connection: SEVERE: com.reuters.rfa.entitlements._Default.Global DACS
initialization failed: com.reuters.
rfa.dacs.AuthorizationException: Cannot start the DACS Library thread due to Cannot locate JNI library - RFADacsLib Then add an entry to the
$MATLAB/toolbox/local/librarypath.txt file that points to the folder containing the following files: See Also FDacsLib.dll sass3j.
dll sipc32.dll reuters.fetch 6-120 reuters.close Purpose Syntax Arguments Release connections to Reuters data servers close(r) r Reuters session object
created with the reuters function Description Examples close(r) releases the Reuters connection r. Release the connection r to the Reuters data server, and
unsubscribe all requests associated with it: close(r) See Also reuters 6-121 reuters.
fetch Purpose Syntax Request data from Reuters data servers d = fetch (r,s) d = fetch (r,s, callback) d = fetch(r,s,[],f) Arguments r Reuters session object
created with the reuters function Reuters security object MATLAB function that runs for each data event that occurs s callback Description d = fetch (r,s)
returns the current data for the security s, given the Reuters session object r. d = fetch (r,s, callback) uses the Reuters session object r to subscribe to the
security s. MATLAB runs the callback function for each data event that occurs. d = fetch(r,s,[],f) requests the given fields f, for the securitys, given the Reuters
session object r. Examples Retrieving Current Securities Data Retrieve the current data for the security GOOG.O using the Reuters session object r: d =
fetch(r,'GOOG.O') Following is a partial listing of the returned security data: d= PROD_PERM: 74.00 RDNDISPLAY: 66.00 DSPLY_NAME:
'DELAYED-15GOOGLE' 6-122 reuters.fetch RDN_EXCHID: '0' TRDPRC_1: 474.
28 TRDPRC_2: 474.26 TRDPRC_3: 474.25 TRDPRC_4: 474.25 TRDPRC_5: 474.25 NETCHNG_1: -4.73 HIGH_1: 481.35 LOW_1: 472.78 PRCTCK_1: '1'
CURRENCY: '840' TRADE_DATE: '30 APR 2007 Subscribing to a Security To subscribe to a security and process the data in real time, specify a callback
function. MATLAB runs this function each time it receives a real-time data event from Reuters. In this example, the callback function, rtdemo, returns the
subscription handle associated with this request to the base MATLAB workspace, A.
The openvar function is then called to display A in the Variable Editor. A partial list of the data included in A appears in the figure. d =
fetch(r,'GOOG.O','rtdemo') openvar('A') 6-123 reuters.fetch See Also reuters, reuters.
close, reuters.stop 6-124 reuters.get Purpose Syntax Retrieve properties of Reuters session objects e = get(r) e = get(r,f) Arguments r f Reuters session object
created with the reuters function Reuters session properties list Description e = get(r) returns Reuters session properties for the Reuters session object r.
e = get(r,f) returns Reuters session properties specified by the properties list f for the Reuters session object r. See Also reuters 6-125 reuters.
history Purpose Syntax Request data from Reuters Time Series One d d d d d d d d d = = = = = = = = = history(r,s) history(r,s,p) history(r,s,f) history(r,s,f,p)
history(r,s,d) history(r,s,startdate,enddate) history(r,s,startdate,enddate,p) history(r,s,f,startdate,enddate) history(r,s,f,startdate,enddate,p) Description d =
history(r,s) returns all available daily historical data for the RIC, s, for the Reuters session object r. d = history(r,s,p) returns all available historical data for
the RIC, s, for the Reuters session object r. p specifies the period of the data, 'd' - daily (default) 'w' - weekly 'm' - monthly Note Reuters Time Series One
will only return two years of daily data, five years of weekly data, or ten years of monthly data from the current date. d = history(r,s,f) returns all available
historical data for the RIC, s, and fields, f, for the Reuters session object r. d = history(r,s,f,p) returns all available historical data for the RIC, s, and fields, f,
for the Reuters session object r. p specifies the period of the data. d = history(r,s,d) returns the historical data for the RIC, s, for the given date, d, for the
Reuters session object r. 6-126 reuters.history d = history(r,s,startdate,enddate) returns the daily historical data for the RIC, s, for the given date range
defined by startdate and enddate. d = history(r,s,startdate,enddate,p) returns the daily historical data for the RIC, s, for the given date range defined by
startdate and enddate.
p specifies the period of the data. d = history(r,s,f,startdate,enddate) returns the daily historical data for the RIC, s, for the given date range defined by
startdate and enddate. d = history(r,s,f,startdate,enddate,p) returns the historical data for the RIC, s, and fields, f, for the given date range defined by
startdate and enddate. p specifies the period of the data. Examples d = history(r,'WXYZ.O') returns a structure containing all available historical end of day
daily data for the RIC wxyz.o, for the Reuters session object r. d = history(r,'WXYZ.O','close') returns a structure with the fields date and close containing all
available historical end of day daily data for the RIC wxyz.o.
d = history(r,'WXYZ.O','close','m') returns all available monthly data. d = history(r,'WXYZ.O','01-03-2009','02-24-2009') returns all available daily data for
the date range 01-03-2009 to 02-24-2009. Note that only two years worth of daily data, five years worth of weekly data, and 10 years of yearly data from
today's date is made available by Reuters.
d= history(r,'WXYZ.O',{'close','volume'},'01-03-2009','02-24-2009') returns all available daily data for the date range 01-03-2009 to 02-24-2009 for the fields
date, close and volume. d= history(r,'WXYZ.O',{'close','volume'},'01-03-2009','02-24-2009','w') 6-127 reuters.history returns all available weekly data for the
date range 01-03-2009 to 02-24-2009 for the fields date, close and volume.
See Also reuters, reuters.fetch 6-128 reuters.stop Purpose Syntax Unsubscribe securities stop(r) stop(r,d) Arguments r d Reuters session object created with
the reuters function Subscription handle returned by reuters/fetch Description stop(r) unsubscribes all securities associated with the Reuters session object r.
stop(r,d) unsubscribes the securities associated with the subscription handle d, where d is the subscription handle returned by reuters/fetch. Examples
Unsubscribe securities associated with a specific request d and a Reuters connection object r: stop(r,d) Unsubscribe all securities associated with the Reuters
connection object r: stop(r) See Also reuters.fetch, reuters 6-129 rkd Purpose Syntax Arguments Establish Reuters Knowledge Direct connection r = rkd
(username, password) username password User name required for a Reuters Knowledge Direct connection.
Password required for a Reuters Knowledge Direct connection. Description Examples r = rkd (username, password) establishes a Reuters Knowledge Direct
connection. Establish a Reuters Knowledge Direct connection r: r = rkd('username', 'password') r= user: 'username' password: '********' See Also rkd.fetch
6-130 rkd.
close Purpose Syntax Arguments Close Reuters Knowledge Direct connection close(c) c Reuters Knowledge Direct connection object. Description Examples
close(c) closes a Reuters Knowledge Direct connection. Close the Reuters Knowledge Direct connection c: close(c) See Also rkd 6-131 rkd.fetch Purpose
Syntax Request Reuters Knowledge Direct data y = fetch (r,s) y = fetch (r,s, 'name1', value1, 'name2', value2 .) Arguments r s Reuters Knowledge Direct
connection object. Name of security for which to request data. Optional Input Arguments 'companyIdType' Specify the type of security for which to request
data. Valid values are: 'TICKER' (default) 'RIC' 'VALOR' 'CUSIP' 'ISIN' 'SEDOL' 'ESTIMATEID' 'countryCode' Enter a string value for
'countryCode', for example, 'US'. This field is empty by default. 6-132 rkd.
fetch 'fperiod' (fiscal year) Specify one or more fiscal years for which to return data. Enter multiple values as a cell array of strings. Valid values are:
'PRVS2' 'PRVS' 'CURR' 'NEXT' 'NEXT2' 'fperiod' is empty by default. This returns data for the previous three years. 'esttype' Specify the type of estimate
data to return.
Enter multiple values as a cell array of strings. Valid values are: '$PRIMARY' 'EPS' 'EPSEBG' 'EPSREP' 'FFO' 'REVENUE' 'EBITDA' 'CPS' 'DPS'
'NAV' 'NPROFIT' 'NPROFITREP' 'NPROFITEBG' 'OPROFIT' 6-133 rkd.fetch 'PPROFIT' 'PPROFITREP' 'PPROFITEBG' 'EBIT' 'LTGROWTH'
'TARGETPRICE' 'STOPINION' 'SUPOPINION' 'ROA' 'ROE' 'BVPS' 'esttype' is empty by default. This returns data for the previous three years for all
esttypes. 'agg' (aggregation) Enter multiple values for agg as a cell array of strings.
Valid values are as follows: 'ATTR' (attributed) 'CONS' (consensus) 'ALL' (attributed and consensus) 'agg' is empty by default. 'earntype' Get primary
earnings data by assigning '$PRIMARYEARN' to 'earntype'. This field is empty by default. 6-134 rkd.fetch 'hperiod' (historical period) Specify a time period
for which to obtain consensus estimates. This argument applies only to reports whose reportType value is ConsensusEstimates. Valid values are as follows:
'CURR' (Current period) '1WA' (one week ago) '1MA' (one month ago) '2MA' '3MA' '4MA' '5MA' '6MA' '7MA' '8MA' '9MA' '10MA' '11MA'
'12MA' '13MA' '14MA' '15MA' '16MA' '17MA' '18MA' '3MHST' (3-month history) 6-135 rkd.fetch '12MHST' '18MHST' 'hperiod' is empty by
default. This returns the current data. 'rTime' (real-time request) 'reportType' Entering 1 for 'rTime' makes a real-time request for earnings estimates.
This field is empty by default. Specify what type of report to return. Valid values are: 'EarningsEstimates' 'ConsensusEstimates'
'EarningsEstimatesMetaInfo' Description y = fetch (r,s) requests estimate data for all esttype fields of the security s, from the Reuters Knowledge Direct
connection r. y = fetch (r,s, 'name1', value1, 'name2', value2 .) requests estimate data for all fields of the security s, from the Reuters Knowledge Direct
connection r for an optional input list of parameter name/value pairs. For more information, see "Optional Input Arguments" on page 6-132. Examples 1
Request EPS earnings estimates for company 'XYZ': d = fetch(r,'XYZ','esttype','EPS') d= ReutersResearchAPIResponse: [1x1 GetEarningsEstimatesResponse:
[1x1 Status: [1x1 Name: [1x1 CoId: [1x1 Security: [1x1 Exchange: [1x1 struct] struct] struct] struct] struct] struct] struct] 6-136 rkd.
fetch Country: SecId: MarketDataItem: Sector: Industry: Primary: Currency: CurFiscalPeriod: Annual: Interim: FYActual: FYPeriod: ActValue: 2 Display
information about the company: Company = [{'XYZ'} d.Name.value;.
{'ID'} {'Primary'} {'Primary'} {'Primary'} {'Primary'} {'Primary'} {'' ''};. {'Sector'} {'Code'} {'Set'} {'' ''};. {'Industry'} {'Code'} {'Set'} {'' ''};. {'Currency'}
{'Code'} {'Set'} {'Type'} {'' ''};. [1x1 [1x1 [1x1 [1x1 [1x1 [1x1 [1x1 [1x1 [1x1 [1x1 [1x1 [1x1 [1x1 struct] struct] struct] struct] struct] struct] struct] struct]
struct] struct] struct] struct] struct] d.
CoId.value(1);. d.Primary.value{1};.
d.Primary.value{2};. d.Primary.value{3};. d.Primary.value{4};. d.
Primary.value{5};. d.Sector.value{1};. d.Sector.code{1};. d.Sector.
set{1};. d.Industry.value{1};. d.
Industry.code{1};. d.Industry.set{1};.
d.Currency.value{1};. d.Currency.code{1};. d.Currency.set{1};. d.
Currency.type{1};. 6-137 rkd.fetch {'Fiscal Year'} {'End Month'} {'Period Type'} ] Company = 'XYZ' 'ID' 'Primary' 'Primary' 'Primary' 'Primary' 'Primary' ''
'Sector' 'Code' 'Set' '' 'Industry' 'Code' 'Set' '' 'Currency' 'Code' 'Set' 'Type' '' 'Fiscal Year' 'End Month' 'Period Type' '2008' '12' 'Q' 'USD' 'ISO' [1x28 '57211'
d.CurFiscalPeriod.fYear{1};. d.CurFiscalPeriod.fyem{1};. d.
CurFiscalPeriod.periodType{1};. 'XYZ Inc.' 'US_33584 'PRX' 'Mean' 'EPS' 'Q' [1x278 char] '' 'Technology' '57' 'RBSS2004' '' char] 'RBSS2004' '' 'U.S.
Dollars' 'CONSENSUS' '' 3 Display security data (partial data appears here due to space constraints): SecurityInfo = [. {'Code' 'Country' '' '' 'Sec IDs' '' ''};.
{'' 'Set' 'Code' 'XYZ' 'Set' 'Type' 'ID'};. d.Security.
code d.Country.set d.Country.code d.Country.value . 6-138 rkd.fetch {'' '' ''}; cell(6,4) d.SecId.
set d.SecId.type d.SecId.value;. ] SecurityInfo = 'Sec IDs' 'Set' '' 'LOCAL' 'LOCAL' 'LOCAL' 'LOCAL' 'LOCAL' 'LOCAL' 'Type' '' 'RIC' 'Display RIC'
'TICKER' 'ISIN' 'SEDOL' 'CUSIP' '' 'ID' '' 'XYZ.O' 'XYZ.OQ' 'XYZ' 'US33584P5089' 'A0208X3' '33584P508' '' 4 Display market data: MarketData = [{'Code'
'Type' 'Unit' 'Updated' 'Data'};. d.MarketDataItem.
currCode d.MarketDataItem.type. d.MarketDataItem.
unit d.MarketDataItem.updated . d.MarketDataItem.
value] MarketData = 'Code' 'Type' 'USD' 'USD' 'USD' 'USD' 'USD' 'CLPRICE' 'SHARESOUT' 'MARKETCAP' '52WKHIGH' '52WKLOW' 'Unit' 'Updated' 'U'
'U' 'M' 'U' 'U' '2008-01-18T00:00:00' [] [] '2007-11-07T00:00:00' '2007-03-05T00:00:00' 'Data' '600.250000' '312840485' '187782.5011' '747.2400'
'437.0000' 5 Display EPS data: ActualsData = [{'Year' 'Type' 'End Year' 'End Month' . 'Updated' 'Value'}; . d.FYPeriod.fYear d.FYPeriod.
periodType d.FYPeriod.endCalYear . d.FYPeriod.endMonth d.ActValue.updated d.ActValue.value] ActualsData = 'Year' '2007' 'Type' 'Q' 'End Year' 'End
Month' 'Updated' '2007' '9' '2007-10-18T20:03:53' 'Value' '3.
9100' 6-139 rkd.fetch '2007' '2007' '2006' '2006' '2006' '2006' '2006' '2005' '2005' '2005' '2005' '2005' '2004' '2004' '2004' 'Q' 'Q' 'A' 'Q' 'Q' 'Q' 'Q' 'A' 'Q' 'Q'
'Q' 'Q' 'A' 'Q' 'Q' '2007' '2007' '2006' '2006' '2006' '2006' '2006' '2005' '2005' '2005' '2005' '2005' '2004' '2004' '2004' '6' '3' '12' '12' '9' '6' '3' '12' '12' '9' '6' '3'
'12' '12' '9' '2007-07-19T20:07:43' '2007-04-19T20:06:47' '2007-01-31T21:06:56' '2007-01-31T21:05:45' '2006-10-19T20:04:12' '2006-07-20T20:05:12'
'2006-04-20T20:06:09' '2006-02-01T19:09:12' '2006-02-01T19:09:12' '2005-10-20T20:06:53' '2005-07-21T20:08:38' '2005-04-21T20:23:25'
'2005-02-02T17:45:56' '2005-02-02T17:45:56' '2004-10-22T12:13:38' '3.5600' '3.6800' '10.5900' '3.
1800' '2.6200' '2.4900' '2.2900' '5.7000' '1.
5400' '1.5100' '1.3600' '1.2900' '2.7500' '0.9200' '0.7000' See Also rkd 6-140 rkd.get Purpose Syntax Get properties of Reuters Knowledge Data connection v
= get(c, 'propertyname') v = get(c) Arguments c Reuters Knowledge Data connection object created with the rkd function. 'propertyname' A string or cell
array of strings containing names of the connection object's properties. user is a valid property name.
Description v = get(c, 'propertyname') returns the values of the specified properties of the Reuters Knowledge Data connection object.
v = get(c) returns a structure where each field name is the name of a property of c, and each field contains the name of the property. See Also rkd, rkd.close,
rkd.fetch 6-141 rkd.isconnection Purpose Syntax Arguments Verify whether Reuters Knowledge Data connections are valid x = isconnection(c) c Reuters
Knowledge Data connection object created with the rkd function. Description Examples x = isconnection(c) returns x = 1 if the connection is valid. Otherwise
x = 0. Establish a Reuters Knowledge Data connection: c = rkd Verify that the connection, c, is valid: x = isconnection(c) x=1 See Also rkd, rkd.close, rkd.
fetch, rkd.get 6-142 rnseloader Purpose Syntax Retrieve data from Reuters Newscope sentiment archive file x x x x x x = = = = = = rnseloader(file)
rnseloader(file, rnseloader(file, rnseloader(file, rnseloader(file, rnseloader(file, 'date', {DATE1}) 'date', {DATE1, DATE2}) 'security', {SECNAME}) 'start',
STARTREC) 'records', NUMRECORDS) Arguments Specify the following arguments as name-value pairs. You can specify any combination of name-value
pairs in a single call to rnseloader. file 'date' Reuters Newscope sentiment archive file from which to retrieve data. Use this argument with {DATE1, DATE2}
to retrieve data between and including the specified dates.
Specify the dates as numbers or strings. Use this argument to retrieve data for SECNAME, where SECNAME is a cell array containing a list of security
identifiers for which to retrieve data. Use this argument to retrieve data beginning with the record STARTREC, where STARTREC is the record at which
rnseloader begins to retrieve data. Specify STARTREC as a number. Use this argument to retrieve NUMRECORDS number of records.
'security' 'start' 'records' Description x = rnseloader(file) retrieves data from the Reuters Newscope sentiment archive file file, and stores it in the structure x.
x = rnseloader(file, 'date', {DATE1}) retrieves data from file with date stamps of value DATE1. 6-143 rnseloader x = rnseloader(file, 'date', {DATE1,
DATE2}) retrieves data from file with date stamps between DATE1 and DATE2. x = rnseloader(file, 'security', {SECNAME}) retrieves data from file for the
securities specified by SECNAME. x = rnseloader(file, 'start', STARTREC) retrieves data from file beginning with the record specified by STARTREC. x =
rnseloader(file, 'records', NUMRECORDS) retrieves NUMRECORDS number of records from file. Examples Retrieve data from the file file.csv with date
stamps of 02/02/2007: x = rnseloader('file.csv','date',{'02/02/2007'}) Retrieve data from file.csv between and including 02/02/2007 and 02/03/2007: x =
rnseloader('file.
csv','date',{'02/02/2007',. '02/03/2007'}) Retrieve data from file.csv for the security XYZ.O: x = rnseloader('file.csv','security',{'XYZ.O'}) Retrieve the first
10000 records from file.csv: x = rnseloader('file.csv','records',10000) Retrieve data from file.csv, starting at record 100000: x =
rnseloader('file.csv','start',100000) 6-144 rnseloader Retrieve up to 100000 records from file.
csv, for the securities ABC.N and XYZ.O , with date stamps between and including the dates 02/02/2007 and 02/03/2007: x =
rnseloader('file.csv','records',100000,. 'date',{'02/02/2007','02/03/2007'},.
'security',{'ABC.N','XYZ.O'}) See Also reuters, rdthloader 6-145 yahoo Purpose Syntax Connect to Yahoo! data servers Connect = yahoo Connect =
yahoo('URL', 'IPAddress', PortNumber) Arguments URL IPAddress PortNumber Must be http://quote.yahoo.com.
A MATLAB string containing the IP address of the proxy server machine. Port number on proxy server. Description Connect = yahoo verifies that the URL
http://quote.yahoo.com is accessible and creates a connection handle. Connect = yahoo('URL', 'IPAddress', PortNumber) connects to Yahoo! through a proxy
server using the IP address and port number provided. This form of the yahoo function may be required when connecting to Yahoo! from behind an internal
firewall.
Examples Connect to the Yahoo! data server: Connect = yahoo Connect = url: 'http://quote.yahoo.com' Connect to the Yahoo! data server, providing an IP
address and port number on a proxy server: Connect = yahoo('http://quote.
yahoo.com','111.222.33.444',5678) Connect = url: 'http://quote.yahoo.com' ip: '111.222.33.444' port: 5678 See Also yahoo.
close, yahoo.fetch, yahoo.get, yahoo.isconnection 6-146 yahoo.close Purpose Syntax Arguments Close connections to Yahoo! data servers close(Connect)
Connect Yahoo! connection object created with the yahoo function.
Description See Also close(Connect) closes the connection to the Yahoo! data server. yahoo 6-147 yahoo.fetch Purpose Syntax Request data from Yahoo! data
servers data = fetch(Connect, data = fetch(Connect, data = fetch(Connect, data = fetch(Connect, data = fetch(Connect, data = fetch(Connect, 'ToDate') data
= fetch(Connect, 'Period') 'Security') 'Security', 'Security', 'Security', 'Security', 'Security', 'Fields') 'Date') 'Fields', 'Date') 'FromDate', 'ToDate') 'Fields',
'FromDate', 'Security', 'FromDate', 'ToDate', Arguments Connect Security Yahoo! connection object created with the yahoo function. A MATLAB string or
cell array of strings containing the name of a security in a format recognizable by the Yahoo! server. Note Retrieving historical data for multiple securities at
one time is not supported for Yahoo.
You can fetch historical data for only a single security at a time. 6-148 yahoo.fetch Fields A MATLAB string or cell array of strings indicating the data fields
for which to retrieve data. A partial list of supported values for current market data are: 'Symbol' 'Last' 'Date' 'Time' 'Change' 'Open' 'High' 'Low'
'Volume' A partial list of supported values for historical data are: 'Close' 'Date' 'High' 'Low' 'Open' 'Volume' 'Adj Close' For a complete list of
supported values for market and historical data, see yhfields.mat. 6-149 yahoo.fetch Date Date string or serial date number indicating date for the requested
data. If you enter today's date, fetch returns yesterday's data. Beginning date for historical data. Note You can specify dates in any of the formats supported by
datestr and datenum that show a year, month, and day.
FromDate ToDate Period End date for historical data. Period within date range. Period values are: 'd': daily 'w': weekly 'm': monthly 'v': dividends
Description data = fetch(Connect, 'Security') returns data for all fields from Yahoo!'s Web site for the indicated security. Note This function does not support
retrieving multiple securities at once. You must fetch a single security at a time. data = fetch(Connect, 'Security', 'Fields') returns data for the specified fields.
data = fetch(Connect, 'Security', 'Date') returns all security data for the requested date. data = fetch(Connect, 'Security', 'Fields', 'Date') returns security data
for the specified fields on the requested date. 6-150 yahoo.fetch data = fetch(Connect, 'Security', 'FromDate', 'ToDate') returns security data for the date
range FromDate to ToDate.
data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate') returns security data for the specified fields for the date range FromDate to ToDate. data =
fetch(Connect, 'Security', 'FromDate', 'ToDate', 'Period') returns security data for the date range FromDate to ToDate with the indicated period. Examples
Retrieving Last Prices for a Set of Equities Connect to the Yahoo! data server to obtain the last prices for a set of equities: y = yahoo; FastFood = fetch(y,
{'ko', 'pep', 'mcd'},'Last') FastFood = Last: [3x1 double] FastFood.Last ans = 42.96 45.
71 23.70 Retrieving a Closing Price on a Specified Date Obtain the closing price for Coca-Cola on April 6, 2000: c = yahoo; ClosePrice =
fetch(c,'ko','Close','Apr 6 00') ClosePrice = 1.0e+005 * 7.3058 0.0005 See Also yahoo.
close, yahoo.
get, yahoo.isconnection, yahoo 6-151 yahoo.get Purpose Syntax Retrieve properties of Yahoo! connection objects value = get(Connect, 'PropertyName') value
= get(Connect) Arguments Connect PropertyName Yahoo! connection object created with the yahoo function. (Optional) A MATLAB string or cell array of
strings containing property names. Currently the only property name recognized is 'url'. Description value = get(Connect, 'PropertyName') returns the value
of the specified properties for the Yahoo! connection object. value = get(Connect) returns a MATLAB structure where each field name is the name of a
property of Connect. Each field contains the value of the property. Examples Connect to a Yahoo! data server: c = yahoo c= url: 'http://finance.
yahoo.com' ip: [] port: [] Retrieve the URL of the connection: get(c, 'url') ans = http://finance.yahoo.com 6-152 yahoo.get See Also yahoo.close, yahoo.fetch,
yahoo.isconnection, yahoo 6-153 yahoo.isconnection Purpose Syntax Arguments Verify whether connections to Yahoo! data servers are valid x =
isconnection(Connect) Connect Yahoo! connection object created with the yahoo function. Description Examples x = isconnection(Connect) returns x = 1 if
the connection is a valid Yahoo! connection, and x = 0 otherwise.
Connect to a Yahoo! data server: c = yahoo Verify that the connection, c, is valid: x = isconnection(c) x=1 See Also yahoo.close, yahoo.fetch, yahoo.get,
yahoo 6-154 A Examples Use this list to find examples in the documentation. A Examples Communicating with Financial Data Servers "Connecting to the
Bloomberg Data Server" on page 2-3 Retrieving Connection Properties "Connection Object Properties" on page 2-4 "Example: Retrieving Data on a
Security" on page 2-5 Retrieving Data "Retrieving Field Data" on page 3-2 "Retrieving Time Series Data" on page 3-3 "Retrieving Historical Data" on page
3-3 A-2 Index B Index bloomberg 6-2 Bloomberg connection object 2-3 C close 6-97 Bloomberg 6-3 FactSet 6-51 FRED 6-59 Haver Analytics 6-66
Interactive Data Pricing and Reference Data's RemotePlusTM 6-78 Kx Systems, Inc.
6-85 Reuters 6-121 rkd 6-131 Thomson Datastream 6-43 Yahoo! 6-147 connection object 2-3 CUSIP number 6-7 proxy information 1-4 software 1-3
data service providers 1-3 Datafeed dialog box 4-3 Data tab 4-5 overriding data using 4-8 using Connection tab to connect to data servers 4-4 Datafeed
Dialog Box starting 4-3 Datafeed ToolboxTM software definition 1-2 datastream 6-42 dftool 4-3 disconnecting from data servers 2-7 E exec Kx Systems,
Inc. 6-89 F D data field 3-2 historical 3-3 time-series 3-3 data servers connecting to 2-2 example using bloomberg function 2-3 using functions 2-2
disconnecting from 2-7 retrieving connection properties 2-4 data services connection requirements 1-3 for FactSet data server 1-4 for Reuters data server
1-5 for Thomson Datastream data server 1-8 factset 6-50 Federal Reserve Economic Data (FRED) 6-58 fetch 6-98 Bloomberg 6-4 FactSet 6-52
FRED 6-60 Haver Analytics 6-67 Interactive Data Pricing and Reference Data's RemotePlusTM 6-79 Kx Systems, Inc. 6-86 Reuters 6-122 rkd 6-132
Thomson Datastream 6-44 Yahoo! 6-148 field data 3-2 fred 6-58 functions Index-1 Index Bloomberg bloomberg 6-2 close 6-3 fetch 6-4 get 6-12
getdata 6-14 history 6-15 isconnection 6-18 isfield 6-19 lookup 6-20 pricevol 6-22 realtime 6-21 showtrades 6-24 stockticker 6-26 stop 6-28 timeseries 6-30
FactSet close 6-51 factset 6-50 fetch 6-52 get 6-55 isconnection 6-57 FRED close 6-59 fetch 6-60 fred 6-58 get 6-62 isconnection 6-63 Haver Analytics
aggregation 6-65 close 6-66 fetch 6-67 get 6-69 haver 6-64 havertool 6-75 info 6-70 isconnection 6-72 nextinfo 6-73 Interactive Data Pricing and Reference
Data's RemotePlusTM close 6-78 fetch 6-79 get 6-81 idc 6-77 isconnection 6-82 Kx Systems, Inc. close 6-85 exec 6-89 fetch 6-86 get 6-88 insert 6-91
isconnection 6-92 kx 6-83 tables 6-93 Reuters close 6-121 fetch 6-122 get 6-125 history 6-126 reuters 6-110 stop 6-129 Reuters Datascope Tick History
fetch 6-98 rdth 6-105 rdth.
close 6-97 rdth.
get 6-101 rdth.isconnection 6-104 rdthloader 6-94 rkd close 6-131 fetch 6-132 get 6-141 isconnection 6-142 rkd 6-130 rnseloader 6-143 Thomson
Datastream close 6-43 datastream 6-42 fetch 6-44 get 6-48 Index-2 Index isconnection 6-49 Yahoo! close 6-147 fetch 6-148 get 6-152 isconnection 6-154
yahoo 6-146 G get 6-101 Bloomberg 6-12 FactSet 6-55 FRED 6-62 Haver Analytics 6-69 Interactive Data Pricing and Reference Data's RemotePlusTM
6-81 Kx Systems, Inc. 6-88 Reuters 6-125 rkd 6-141 Thomson Datastream 6-48 Yahoo! 6-152 getdata Bloomberg 6-14 graphical user interface 4-1
Haver Analytics 6-70 insert Kx Systems, Inc. 6-91 isconnection 6-104 Bloomberg 6-18 FactSet 6-57 FRED 6-63 Haver Analytics 6-72 Interactive Data
Pricing and Reference Data's RemotePlusTM 6-82 Kx Systems, Inc. 6-92 rkd 6-142 Thomson Datastream 6-49 Yahoo! 6-154 isfield Bloomberg 6-19
K kx 6-83 L lookup Bloomberg 6-20 H haver 6-64 to 6-65 Haver Analytics 6-64 to 6-65 havertool 6-75 Haver Analytics 6-75 historical data 3-3 history
Bloomberg 6-15 Reuters 6-126 N nextinfo Haver Analytics 6-73 P pricevol Bloomberg 6-22 R I idc 6-77 info rdth 6-105 rdthloader 6-94 realtime
Index-3 Index Bloomberg 6-21 retrieving connection properties 2-4 reuters 6-110 Reuters Reuters Configuration Editor 1-5 Reuters Datascope Tick
History file. See rdth. See rdthloader Reuters Knowledge Direct. See rkd Reuters Newscope. See rnseloader rkd 6-130 rnseloader 6-143 stockticker
Bloomberg 6-26 stop Bloomberg 6-28 Reuters 6-129 T tables Kx Systems, Inc..
MATLAB DATAFEED TOOLBOX 3 complete User Manual (full
and illustrated version) is here :
http://somemanuals.com/dref/2875592
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